I made my original character who got the quest like normal. I didn't like the starting map so I made a new character and world.
On the second character I didn't get the quest Underground Network. I think it's because the shared quest setting is the default. On my new map I switched it to not sharing quest progression. Now I'm not positive if this is related or not.
I've not found Port Royale yet so I don't know if this will stop me from selling the items for smugglers or not.
I also know for certain I didn't finish the quest on my first character. I ended up deleting the first character.