I do think that both options are related to different parts of what Yu Nuan and Ling Qi are looking for right now. That said, my vote is
[X] His wife's scavenger hunt
Scavenger Hunt is likely more riddles and Lightning-Creativity/Inspiration stuff. Leigong (the Chinese deity) had a Lightning Goddess formed and married to him so that the Thunder would target sinners correctly when the Lightning illuminated the target. For this reason, I'm assuming she'll be Lightning/Heavens. I think this challenge will involve high speed target acquisition, plan adaptation, and heist execution. There are a lot of potential benefits towards investing in such things for both Yu Nuan (and our own) futures.
Yu Nuan's forward-thinking complaint is with her current movement Art. What she wants to find a solution for is the movement Art's reliance on Lightning to precede it. Han Fang solved that issue by also embodying the silence that directly precedes a Thunderstrike. Ji Rong used/uses Lightning Movement Arts to avoid the issue. The Argent Thunder movement Arts would have been able to rely on Yuan He (or other higher realms) providing the Lightning for them to use. So what can Yu Nuan do to solve the issue in the future?
One option is to alter the Art based on what she takes note of during the Chase and Capture. Thunder follows the Lightning, and that makes it predictable and limited. Reveling with many Thunder spirits in the present would potentially expose her to ways to work around, trick, or otherwise blunt the weaknesses of this drawback so that their mobility isn't so easily predicted or strangled by certain builds.
Another option is to gain some sort of Lightning spirit that always enables her and Qiu's mobility by, well, being Lightning. No idea if Yu Nuan could swing that Qi cost, but hey. Maybe.
A third option is to get creative with the Lightning. Heavens/Lightning is a very creative force, it includes flashes of inspiration within itself as well as incredibly sharp perception. Thunder may be the Rage, but as Yu Nuan already knows "Rage by itself is not enough". Lightning/Heavens may provide what complements it, given how they already always seem to be paired in nature.
Let's consider the problem that Yu Nuan mentioned she wants to have tools for:
"I gotta be able to move when I need to, it's scary how much difference getting a warning out can make."
This is Ambush Prevention and Mitigation. Perceiving the threat as soon as possible is a key portion of Ambush Defense, and Lightning/Heavens is known for their Perception. More than that though, the Thunder follows the Lightning. If the Lightning isn't being provided by summoned Storms (which may be dispelled, or take awhile to spool up) but instead a Perception Art, well. Her Perception Art is the Art most likely to make first contact with any given enemy. That would allow her to react to an ambush a lot sooner than having to wait for Storms to spool up before she can really start to move. Such an Art would be excellent for a Scout, but it'd be even more valuable for the herder on the frontier in command of Thunder Dogs that synergize with Lightning. Not only would that provide a complementary Art to all the raging Thunder, but almost certainly a complementary Insight to "Rage by itself isn't enough". You also have to identify the problem accurately, and then identify a solution as quickly as possible. Then you can fully leverage all that Rage in a manner that can't be ignored.
for Ling Qi, that sort of Perception and Problem Solving is most aligned with Hidden. Grin may be the thief, but Hidden is the one that finds the targets. We know that Grin is very grounded in the here-and-now, but Hidden and Dream seem fairly flexible in how they can each represent either past or future potential. Sure this is a turn full of Dreaming Arts and thoughts of the Future, but paradoxically our Future is rooted in the Past. Not our past, no, but the Power that resides in the Liminal that we can steal for our own purposes in the Present for the Future. A Scavenger Hunt is about identifying what you need and getting it to where you want. Tricky scavenger hunts will have multiple solutions of various difficulties, and allow the contestants to get creative with their picks. This often involves divorcing something from the typical context it's in, and truly perceiving all of what it is rather than only the contextual definition. As an example: a wooden table that's been carved into the shape of a horse. In it's context, it's a table. However, if the scavenger hunt asks you to bring back a horse, that table is also actually a horse. So long as you don't let the contextual definition blind you to that possibility. This sort of context-removed-perception is why we were able to connect with Bai Meizhen, since Ling Qi was herself removed from the context of Cultivator Culture and had no predispositions towards the Bai. It's also why we've incidentally earned the favor of some sort of Weilu Reformer movement, because although we don't have the historical context for the powers we're picking up, others are certainly hoping that they're signs that we'll support them.
That sort of stuff seems to be our future. Isolating something from the context it exists in, so that we're Free to use it's Power for the advancement of our own (and our allies') ends.
So, like I said, voting for the Scavenger Hunt. I think it's more aligned with "The Future" than the other option, and while both are fun I think this one has very high creative potential