I find it strange that your last stored location doesn't change, that could be a bug, EO or Arawn might be able to tell since they know those system better than I.
But, just resting at the inn isn't enough, you need to be in a room to be considered in a "safe" marked place. The Visitor Tent in the mist camp is also considered a safe location.
Try resting in a an inn room, just rent a room at the lady's rest and rest in it, that should move your stored safe location.