You are members of The Bastion, a network of freelance adventurers making a living as hired guns in the nation of Calimshan.
The three of you have just successfully fulfilled a contract in Teshburl, a port city in the southwest corner of the Calim Desert. You'd been hired by a wealthy merchant to transport a caravan of goods from Memnon (further up the coast) to his storehouses in Teshburl.
Upon the safe delivery of those goods, you were soon approached by a half-orc representing a group known as The Bordershield.
They now have a similar task for you: Deliver a piece of cargo from Teshburl to a camp a days' journey or so into the Calim Desert.
You've agreed and that is where you find yourself now. Each of you on the deck of your own small sand skiff, several hours northwest of Teshburl on a rolling, windswept section of desert. The Bordershield provided you with three skiffs and a skilled driver for each.
You exchange looks across the sands and keep watch over the fourth, larger, vessel in the center of the protective triangle your formation of skiffs creates. The fourth skiff carrying whatever cargo you're delivering to the camp. You don't know what's in it. It's not your job to know.
All you care about is getting it to the camp and those suspiciously large dunes that just appeared in the distance.