Simply put, I believe Blackbeard is heading to Alabasta to find out about the location of Pluton.
After the Reverie, we know something happened to Alabasta Kingdom. Garp was explaining to Shirahoshi and her Family to not lose faith in human’s system.
Just before that, the Five Elders call Nefertari Family traitors.
I believe that what happened at the Reverie could be the removal of Alabasta Kingdom from the World Government Affiliates. Whether Cobra or Vivi was killed, this is not confirmed. But the removal of Alabasta Kingdom from the World Government Affiliates makes it easier for any assassination to take place afterwards.
If Alabasta is removed from the World Government Affiliates then the very first thing that the World Government would do, is to go to Alabasta and take away the Poneglyph that reveals the location of Pluton.
Blackbeard was seen saying that rather than giving it to the Marines, he would go and take it himself. In this scene, I believe Blackbeard was talking about Pluton.
Blackbeard conveniently has the best powers to find Pluton.
Pluton is supposedly hidden somewhere in Alabasta. With the Quake Quake Fruit (Gura Gura no Mi) and Darkness Darkness Fruit (Yami Yami no Mi) he can destroy the island searching for it while no one could stop him.
*Theory by boyplunger56