After investigating the magic explosion with Yennefer, I said I'd join her later on Hindarsfjall instead of going there with her directly, in order to explore Ard Skellig a little more, playing Gwent with Ermion and Gremist.
When I did get to Hindarsfjall, I followed the upper path to the Missing Persons quest's marker, passing through Lofoten, but along the way, the Strange Beast quest automatically triggered as I passed by its attack site and skipped its preceding dialogue completely. So long story short, I ended up doing some quests before meeting Yennefer.
One of those was "In Wolf's Clothing", and boy was it messy. I triggered some parts of it too early, and the "Talk to the priestesses of Melitele to learn what happened in the garden" milestone, which I couldn't find anything about online, randomly showed up and marked itself as complete. It didn't help that I wasn't on the Nameless quest, so there was no context for the extra footsteps, second cave entrance and the well. All this caused the quest to be even more confusing, and I had to reload to an older save a few times. There are guides out there, yes, but they gloss over certains parts of the quest. So I figured I'd document the full answer I wish I'd gotten, here on Arqade.
(Side note, Yennefer is at the bottom left of Hindarsfjall, near a dock in a bay, which makes me think the game designers initially intended for us to sail to the island from Ard Skellig and meet Yennefer directly, starting "Nameless" right away, but then later added the ability to purchase fast travel maps from merchants to skip boat trips to each island.)