Your efforts to expand your empire into the New World require your full attention. I think you should invest into the New World and into the future of your empire! So, what are you waiting for?
I'm convinced that your investments will pay off eventually. You should do what you can to support your settlers in the new continent.
Note: This needs confirmation, but most likely the next quest depends on how you aquired Okahe: If you used force you get "Protection Needed" and if you bought all sectors you get "Huts to Houses".