Fighter Stonghold == De'Arnise Keep.
If you've moved out of Waukeen's Promenade you would have ended up in the slums. Hint: the first place for all adventurers is the local tavern. ;)
Coincidentally that is the quest I ended up with before reading your clarifying post (I didn't recognize it as the Fighter Stronghold at the time), and I picked up Nalia. Good thing she has some thief abilities because Yoshimo is really whining and will probably leave the party soon.
It's pretty hard to take a direct path to Imoen since the events in the game (Boo, Aerie's uncle, demon led thieves & Shadow Guild shenanigans etc.) keep distracting me. Which brings up a new question: Will I lose out on quests that are currently being tossed my way after rescuing Imoen? Yes I want her ASAP so I can level her up as a mage, but not at the cost of losing out on opportunities. I'm not in the habit of playing games multiple times and would be a bit miffed if I missed out on some fun because I rushed it.
No, you will not lose out on any quests -- since you mentioned Boo, you obviously have the UB mod installed. There are a few instances where the game will, to all intents and purposes, sidetrack you, but you needn't let this distract you from your most pressing goal of rescuing Imoen first. Like I said, you need to 'stop thinking about rescuing kittens
', and get on with what you need to do. All of the quests will still be there after you have rescued Imoen. You may stop the others from complaining, if you wish, by for instance talking to Aerie's uncle, and then to Raelis Shai. Once you have simply spoken to them, Aerie will shut up, so you don't actually have to proceed with that specific side quest, it will still be there when you have Imoen. The same with any other side quests. There is no quest I know that will not be still there if you go for Imoen first; this is what I do all of the time.