[X] (Objective Seeking Behavior) Those bandits - if you can track them down, that could be good. You don't know which way they'd be, but they'd need to be nearish the road, right?
[X] (God Lessons) Try asking at the actual church. (They already know something is up with you honestly, and it has a chance of getting an extra clue or two about the region.)
[X] (Objective Seeking Behavior) Try for that Orc tribe to the southeast - they're on the good side apparently, and chances to help them out could provide easy opportunities to build goodwill and also your skills. Though you don't know what's in between you and their area for sure, there's a nonzero chance that's where the spiders are.