Kalay is just bustling with tourists who are eager to board the ship at Kalay Docks that's heading towards Collosso. Head to the inn and buy the latest weapons and armor as usual. Once you're done with that, head to the north part of the town and up the stairs to reach Lord Hammet's castle. The guards won't let you in at first, but the Ivan (remember, he was originally Lord Hammet's servant) will persuade the guards to let you in. You then go meet with Lady Lana and engage in an exciting (sarcasm alert) emotiocon conversation with her. She talks about how she can't declare war on Lupna or they will kill Lord Hammet. Once she's done talking the talk (which, by the way, will take a very long time) head out of the castle and down the castle stairs. Head into the inn, but instead of taking a rest talk with *everyone* in the inn in all of the floors of it. Now, head out of the inn and out of town. But before you can leave the tour guide summons everyone up and in a very pointless and very long conversation the tourists will finally make their way to Kalay Docks where the ship to Tolbi will be. Once that's all over, head out of town and start heading north.
You'll reach the bridge that was broken earlier when Lord Hammet tried to cross it with his caravan before heading to Lupna. Now that the bridge is fixed, freely cross over it and the bridge just north of it to find yourself back in Vault. In most of these old towns there are now Djinn to get that you couldn't get before.