Im having the same issue, trying to figure this out
Not bugged bad, the marker is a bit off but he is inside and upstairs (Pretty much where you found him to start with. If he didn't load in right once at the location. save, exit to main and reload the game.
Also in my playthrough he does not appear. Neither at the keep nor t the location the quest marker points to. Also tried to reload a few times and nothing he does not appear.
Btw i took the quest before talking to him ( just found the body with the letter ) maybe this is causing it?
