Well, do you even have the "Madura Seran arrived safely at the Ald Velothi Outpost." journal entry? If you got that far, from http://www.uesp.net/wiki/Morrowind:Rescue_Madura_Seran:
After bringing Madura Seran to Ald Velothi there is some chaos in Darius dialog options. The topic 'orders' treats the quest as if you rescued her on your own and shows the next quest, but you can't start it, yet. Use the topic 'Madura Seran' to set the index to 100 (or 200, if she is dead). Then look (again) at orders. You need IL_RescuePilgrim to be >= 100 to bring up the 'Ragash gra-Shuzgub' topic.
Can you still access the "Madura Seran" topic? If so, try it and then "orders" again. If not, perhaps there
is some mod or patch problem - try opening the console and typing this: Journal, " IL_RescuePilgrim", 100