I believe it must have been the sand castle of Adofo which has been magically hidden for centuries. I suspect Zahart used Tibicenas to reveal for him. Let's head to the desert and try out that magic lamp. If we are fortunate, this new Djinn will solve all of our problems!
Save at the save crystal once the cutscene have finished and talk to the shopkeeper nearby. See what he has to say, buy anything you might need and move in to the Sandsea (i thought about this) proper. A cutscene will play introducing you to the Sandsea, it's nowhere near as bad as it looks, the majority of this area is moving across the metal platforms, fighting off enemies and picking up items. For now, follow the path and a few cutscenes will trigger as you go along, fleshing out the story and the lore of the area. Eventually you will come across a large structure on the sand, at this point head left until you get on to the isolated structure and pick the map of this portion of the Sandsea, this will come in useful if you plan on fully exploring the area! Now, looking at the map you can see your next port of call is due west of your current location, so head that way. Along the way do all the usual shenanigans, get LP and EXP, level up, loot items, etc After a certain point you'll see two flashing blue arrows, head to one and these will take you on to the next portion of the Sandsea, the Nam-Yensa Sandsea.