how do ancient vault voyages work exactly?

[Bobby Fabulous]

i'm new ish (had the game for a long time but never really played it) and i'm wondering how to do the gold hoarder vaults
specifically when i use the compass the quest gives you i'm able to find the first map piece but after that it just points me off the island
this has happened twice now and at first i thought the quest was just bugged but now i'm not sure if i'm just doing it wrong.

[Amaranth]

Yes, it points you off the island when you get the map piece. Continue to follow the compass to another island to find the next map piece. When you have enough map pieces, go to the X on the map to get the vault key. An inscription on the vault key will tell you where the vault is.