Questhelper
 

So I was a big fan of the Questhelper addon for WoW. (Even helped develop it for a time.) I know this is a different environment so let me add I don't use it to walk my way through quests - ESO already provides where the locations are for quest objectives as it is. No, I'm just indecisive, and sometimes I just want to be pointed in a direction and then I'll go from there.

So I'm looking for something that would, best case, incorporate the information from QuestMap, Lorebooks, LostTreasure, SkyShards, and my quest log, taking into account known Wayshrines or other modes of jumping (caravans, boats, etc.) and can identify for me the nearest quest objective or unfound feaure from where I am now. I can take it from there, I just want to know what's closest.

I'd just open the map, use all the addons you have mentioned above and disbale the "already found" at the map filters.
Add Destinations addon for quest hub info and quest giver locations.
You'll directly see where the next unknown poi etc. is on your map.

if you use Votan#s Minimap e.g. you can see it during your gameplay without having you to open the map manually.