Thálfi is worried that the forces defending Gundabad need a more thorough scouting, but they will not give you the benefit of leisurely adding their camps to your map.
'I need you to scout the camps nearer to Gundabad now, ${PLAYER}. Trouble not to draw these on the map, for I suspect the enemy presence at these locations will afford you no time to draw! No, this time I ask you simply to observe the situation nearer to Gundabad, and then report back to me what you saw.
'Perhaps it goes without saying, but please be careful. And this too: defeat any Orcs and Angmarim in your way!'
Thálfi wants you to scout enemy camps nearer to Gundabad and to defeat any Orcs and Angmarim you find on the way. This time he has not asked you to draw the locations on a map, and will rely instead upon your report. Crossing the bridge in front of Gundabad and exploring past the central courtyard on your way to the buildings beyond the entrance should be sufficient.