Based on what was said between Lorna and the Countess, Colonade seems to be a figure of the network of spies in contact with the Americans. Possibly one of the heads behind the fight against the Crown and the East India Company, since we found out that Carlsbad/Countess Musgrove was just a pawn. It's possible that James wants to meet this "Colonade" to enter into a new covenant concerning the Treaty of Nootka Sound, or at least look for alliance to establish his trades.