Get the Loot!
Heroes who failed the Protect the Warehouse quest have another chance after returning to the headquarters to be assigned the new Get the Loot! quest. Heroes who completed Protect the Warehouse successfully will bypass this quest.
Click the "Get the Stolen Items Back" link on the Mayhew City page. Defeat the goblin and elves to get the chest. Your opponents, consisting of Elven marauders, Goblins, and Goblin overlords, will be tougher than those of the original quest. Once you have retrieved the chest, you may return to the headquarters and proceed to Grease Some Goblin Palm.
Considering that you bungled the first quest and were defeated, this does not bode well for this larger, harder fight. Therefore, make sure you equip a Wand of Lighting Storm to defeat the large number of foes, or at least more consumables prepared.
If you failed this quest, the merchants will not entrust you with other quests.