My response to your first post was going to be basically asking which specific quest you were on. Sometimes people lose track and they might not be working on what they think they are. Once you finish the HW main story(the fight in the Singularity Reactor), the next set of quests do 3 things. They wrap up the HW story, they drop some hints and start setting up the Shadowbringers story, and they set up the beginning of the Stormbringers story(right up to a confrontation on that great wall you mentioned). So you might have even been doing some Shadowbringers things, but storyline wise you're on the bridge from HW to Stormbringers. Worry not, youll get there in due time.