The door to the Vault of Glass has opened for you. It is time to head inside this cavern and start your search for the lost Guardian. Head down the slope. You will find more Vex as you transverse the area. When you reach The Trial of Kabr you will find malfunctioning Vex and start getting another transmission from Praedyth. They can and will still shoot you given enough time. Destroy them en route.
From the first malfunctioning Vex, turn to the left and follow the slope downward. There are a few more malfunctioning Vex. Deal with them and continue downward through the Trial of Kabr.
This will lead you to the Templar's Well. Jump down onto the platforms below the ledge that you arrive on. Turn to the right on the second one and jump over to the next ledge.
Reload everything and head along the ledges. You will see that there is an arena below you. Jump down to it.
You need to head down the middle of it. You need to approach the door at the far end to trigger the next encounter and the first major fight of the mission.