Well, the heat globe is already placed once Azzanadra is talked to about the RotM quest. However, I tried to talk to Azzanadra about the quest and it seemed I've already done his bit w/o the heat globe. Only after talking to him about 'something else' does he give the heat globe. Which is not mentioned in the wiki or the video guides; got confused.
Well. now I can go ahead with the quest. Thanks.