Err... the order is like this:
-Lost Child Quest (where you find the little lost kid, going to Ice Dungeon among other things)
-Rachel Sanctuary Quest (where you enter the sanctuary
-Veins Sibling Quest (where you go to Thors)
-Nameless Island Quest (where you go to Nameless Island)
To me it sounds like you may be misunderstanding the names of the quests, but maybe not.
I
think you have to do them in that exact order (looking at the iRO wiki prerequisites for each quest)
http://irowiki.org/wiki/Lost_Child_Questhttp://irowiki.org/wiki/Rachel_Sanctuary_Questhttp://irowiki.org/wiki/Veins_Siblings_QuestI don't think it's possible to start the Nameless Island quest without doing the others first (especially the sibling quest which is the same as Thors, and you need to do that quest so the kid will let you use the boat to get to nameless island), but if you did it's probably a bug and I can't help you. Have you actually been to Nameless Island yet, or did you only start the quest?