Every time I pick up the Pilgrimage Patrol, I go to the area, interact with what I was told to do, and then nothing. I tried to do this almost every time I go to the Dreaming City and it's still bugged, before the hotfix and even after the hotfix. I think this patrol has been bugged since Shadowkeep's launch or something, but I swear I was able to do one patrol once because my Triumphs said so. I know it's not a priority for Bungie right now considering that Izanagi's Burden is still bugged to hell, especially how I'm in the same boat with that quest right now, but they should also take into consideration other smaller bugs like this one.