This is actually the second phase of the "Permanent Retirement" quest. Since you've already received your reward for that quest, I'm handling this one as a separate quest, but the game sees it as a second phase of the 10th Dark Brotherhood quest.
The next time you talk to Ocheeva, she has some sealed orders addressed to you from Lucian Lachance. Her instructions are to open them immediately and then follow their instructions to the letter.
Lachance wants you to come to him at his base in Fort Farragut, which is just a little way northeast of Cheydinhal. Except for one overland encounter on the road, it's not a big deal to get there. Getting to Lachance, though, is a different story.
You can choose to use the front entrance, but you'll have to fight through a Fort with six Dark Guardians (kind of like the one that prowls the Santuary) and a few nasty traps to reach Lachance's base at the rear. But what kind of assassin uses the front door? Search around and you'll find a big hollowed-out tree (it's the only big tree in the area) that has a trapdoor in it slightly northeast of the ruins. Use the trapdoor to go directly to Lachance's base and bypass all of the nonsense.
Lachance's base is nice enough. There's a gate to keep the bad guys away, some alchemical apparatus, a few chests and barrels, and the usual assortment of stuff you might find around an NPC. Before you get any bright ideas about a preemptive raid, Lachance is not in his base until you open the orders. Instead, there is a Ghost prowling the area. You're welcome to drop in, but be prepared to come in swinging.
Lachance gives you a mission. This is an ancient ritual known as "Purification" and it has only been done twice before in the history of the Dark Brotherhood. There is a traitor in the Dark Brotherhood (you've heard rumors to that effect from some of the people in the Cheydinhal Sanctuary), the problem seems to be coming from the Cheydinhal Sanctuary, so you're to kill everyone in the sanctuary as an offering to Sithis. Although you're welcome to kill the Dark Guardian and the rat, Schemer, they are technically not targets for this quest - just NPCs.