I have a quest to get an item from there, but I can only find Cronvangr Cave (and beneath it the Bloodlair). Where is the Hall?? The item is not in the cave at all...

Since you have a quest for it, use the Show on Map function to have the game tell you where to go or use the Clairvoyance spell. Maybe you are in the wrong location or maybe your quest is not active.

I had a kill beast mission for Cronvangr Hall and the target was in the Broodlair so as the other guy sais, I'd recommend activating the quest and seeing where the pointer leads you to.

the map only points me to the cave/broodlair...nowhere can i find the "hall"

Does the local map show any doors labelled "Hall"?

Again, fire up the Clairvoyance spell and follow the trail if you are stuck.

http://uesp.net/wiki/Skyrim:Cronvangr_Hallare the same place. Looks like the name changed at some point, and Bethesda didn't change all the references. The location codes for the cave and Broodlair are cronvangerhall01 and cronvangrhall02.