So during the "Ace in the Hole" mission back from Forsaken, Cayde-6 left a series of messages hidden in caches on Titan, to the people he thought might have killed him. At the end of his message to Petra, Cayde says:
"...Oh, and, uh, tell "Paladin Oran": If the sun over Nessus escapes nebula cycle, evac labor after dawn, under solstice. You got that, P.V.?"
"Paladin Oran" is an Awoken code phrase to indicate the presence of a hidden message within the text, utilizing the first letter of each word in the message. Cayde's hidden message reads:
"It's on Enceladus."
Originally this was intended to foreshadow Beyond Light and the Deep Stone Crypt, but according to Bungie the Enceladus concept was later scrapped in favor of Europa. Nowadays Cayde's final message for Petra dwells in eerie limbo, along with many other abandoned plot threads.
Interestingly through some patrols with Shuro Chi we learned that one of Harbingers (tenatively, for lack of better words, an ancient Awoken AI super weapon) still exists, after the others were destroyed in the attack on Oryx’s Dreadnaught. In the Marsenna we learn their purpose was one part destruction and one part failsafe, essentially creating an entrance for Mara to infiltrate Oryx’s throneworld without being Taken. Beyond that the Harbingers are mostly a mystery. Given Oryx’s actions during his attack on the Dreaming City, Riven's Curse in Forsaken, and well... knowing Mara Sov.... Her hiding away the last Harbinger for safe keeping, makes sense.
What makes more sense is the potential for Petra to have gone looking for the Harbinger while Mara was gone. Before the Queen's death, she charged Petra with three things: the protecting their people, hiding their secrets, and believing in "the plan" (which Petra was scarcely informed on). The Harbingers seem to fit quite well into all three categories, as weapons to protect the Awoken, also as beings of Awoken origin with secrets of their own, finally their part in Mara's plan to access Oryx’s throneworld. So it would make sense if, during her Regency, Petra made an attempt to discern the location of the last remaining Harbinger. However, between three of the remaining four Paladins doubting her, tensions with Mara's Techeuns, multiple assassination attempts, and an insane Uldren terrorizing the Reef, Petra's hands were full just trying to keep the Reef in one piece. So, for Petra at least, running off to goodness knows where in search of the last Awoken Harbinger was both impractical and impossible. Enter Cayde-6.
We know from various pieces of lore Cayde and Petra were good friends, and he often checked in and helped her out (even if only to escape his Vanguard duties) and even flirted with her. Backtracking to the beginning of this post, and Cayde's final secret message to Petra: "It's on Enceladus." Originally this was thought to be hinting at the Deep Stone Crypt, but as previously stated that is no longer the case. Even then, in other pieces of lore, Cayde-6 was pretty clear on how dangerous the Crypt was and that he didn't want anyone to find it or use it. He also vehemently refused to come back as Cayde-7 or higher, furthermore why would Petra have needed to know where the Deep Stone Crypt was at all? On one hand it's entirely possible that Cayde's trying to protect Petra, by essentially sending her on a wild goose chase to keep her from going to Europa. Or there's nothing actually on Enceladus and Cayde could be trying to have the a last laugh. While it sounds like something Cayde-6 might do, would he truly risk the life of his friend for a post death prank, even if she'd killed him (given the reason Cayde made the recordings to begin with)? Given the vague nature of Cayde's message and its intended recipient, implies that Petra probably knows exactly what "it" is. And if "it" was anything at all, it's important enough that Cayde thought Petra should know about it (even under the circumstances of her potentially having killed him). And if that's the case, whatever is on Enceladus is probably something useful or dangerous either to Petra personally or the Awoken overall. So if Bungie ever dusts off Enceladus again, it wouldn't surprise me if there's a Harbinger hanging out there all by itself.
As a neat little tid bit to wrap up (which is probably seeing too deeply into this) the flavor text for the Queen’s Best says:
"Of Saturn's moon's, the Queen of the Reef favored one above the rest..."
Granted the flavor quote for this Telesto themed ship is directed at Saturn's 13th moon which is also named Telesto. A moon that in game attracted a great deal of Harbinger matter towards it following the Battle of Saturn. Aside from being an infamously game breaking exotic, Telesto is an experimental Cassoid fusion rifle which is associated with the Harbingers. As previously stated Shuro Chi mentions that the Harbingers are sentient minds, and hilariously during a mini in-game event in Season of Plunder the Telesto became sentient and took over Destiny's social media feeds for several hours.
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I would tell you what’s on Enceladus, but bungie would ban me for spoiling their content