Hi!
As soon as you get the quest, save the game and slow down (as you already did). Then you klick on the now slowly blinking red spot in your minimap.
For me it works best to zoom in really close. The person(s) you're looking for have a slight blue frame around them, so it's easy to tell them apart from the normal citizens.
If there is more than one person, they don't necessarily appear at the same place or even at the same time! Sometimes the last person can only be found when time is almost running out.
Maybe it's easier for you to find the person(s) when you klick on a marketplace. The sorrounding area will now appear greenish, sometimes that helps find the blue-framed person(s) and klick them so they get transported into your office.
Some players use the F1-key to be able to turn the picture and better look into corners, between houses and behind trees.
I even read that some players save the game, then tear down all their houses, remember the exact positions of the person(s), then reload the game and find them. With 20,000 citizens that doesn't sound like such a good idea to me...