Oh Good God. That was a bastard. Heat Exhaustion is a five star quest (but fairly early on) which requires a big of thinking to do. Firstly, it’s set in the volcanic area, so naturally you’ll need a good supply of cold drinks. Secondly, it requires carrying burning hot rocks which constantly deplete your health from one end of the map to the other, a bit like the ‘Poached Wyvern Eggs’ quest. Except they don’t break if you drop them – they explode. So you’re going to need a lot of health and a lot of stamina. Thirdly, just to make things fun, there’s a Uragaan on the loose. If it hits you, the powderstone explodes. If the ground shakes when it thumps its tail, the powderstone explodes. If you’re in range when it roars, the powderstone explodes.
It’s a bastard of a quest. Here’s what I did:
First off, take plenty of potions, mega-potions, cool drinks and well done steaks. Most importantly, get a meal made with fresh ingredients and choose the cooking method which will give you Felyne Lander. This will allow you, carrying a stone, to leap from the ledge in area 10 and land safely in area 5, shortcutting half of the map, without the damn thing exploding.
Clear out any mobs you find on your way to 10. Many of them won’t respawn and it’ll make things easier when carrying the stones.
This bit is optional, but makes things more interesting. Hunt down the Uragaan. He does a lot of damage but isn’t mega-tough. That will probably take you about half an hour, leaving you an easy 20 minutes to grab the stones. Pick them up at 10, run like hell off the ledge to 5, then it’s plain sailing. Repeat. Win.