I found three nests inside the lair, and three while going down/up to quarry. However, I am missing one more. Where can the last one be found?
It turns out that the best way to get the 4 harpy nests is to go down to the quarry, not up. This is because if you go up, there's one battle where you will lure two groups of harpy, one group for each nest.
I was going up, so I ran into two groups, but didn't deduce that the other group belongs to another nest.
The group which I've missed is next to the burnt house at the top of the quarry.