Annan had known about the bakery owned by the so-called "Baker from the Capital" for some time.
During his first conversation with Salvatore, he had made a point of remembering all the places and characters that might have a story to tell.
Otherwise, he wouldn't have been able to introduce them to the players one by one when they arrived...
It was just that before, Annan hadn't realized the importance of the plot surrounding this "Baker".
His original plan was to arrange for players who had nothing better to do to gather information around Frostwater Harbor. Those secretive characters could wait until the players had done enough investigating, then Annan would come along, offer them a quest, take the intelligence, and reward them with some rare rewards and a lot of favorability.
Consider it a hidden quest.
