Can someone tell me how to start Zahua's personal quest?

I started a new game with base PoE + WM1 + WM2 installed. I completed WM1 before I picked up Zahua. I've talked to him and all options are gray--even going through all the dialogue again several times since and there is nothing new. There is also no "I need to talk" bubble appearing on his head.

I've seen a couple of other people having problems starting this quest, but no solution. The only thing I see for sure is that you need to talk to him once you start WM2, which I have.

That's odd, because this is the way to trigger his WM2 quest, by going through his (greyed out) dialogs again, which should trigger his quest. I can't recall offhand exactly which option is the trigger. Are you sure you went through all permutations?

if what Hickory said didn't help you, try to go to the town Stalwart in the White March.
I recently played the WM2 and I remember that Zahua suddenly got a dialogue request while i was visiting the town and that triggered the quest (Though I had previously been in the area where the quest take place, with him).

I finally got his quest.

In my game, I had went through all his dialogue several times, visited Stalwart, left WM and came back, etc. What finally triggered it for me was: I went to Cragholdt Bluffs, fought a pack of enemies with Zahua in the party, then camped, saved and quit out to do some errands. When I came back into PoE, Zahua had a talk bubble and there was a new option offering to help.

So most likely it was camping in the wild with him in the party (as opposed to camping in inns or my stronghold) that allowed the quest to trigger.