The Macabre Marionette quest will only be available in your characters races city. So if you're an orc you need to be in Orgrimmar, a Belf in Silvermoon, Humans in Stormwind etc etc
And then you get your Macabre Marionette pet and realize the game does not yet consider it a pet, so it remains in your inventory. Guess one more thing to bank for now
I don't want pet battles in Wrath but I really do think they're one of the neater things added to the game.
For those that don't know, the Draenei cemetery on Azuremyst Isle with Catrina is east of the Exodar, just south of Azure Watch at the road intersection.TomTom 47.80 56.17