I had the quest from Pavo Attius to clear Koskegger (sp?) mine of forsworn. Have done quest and his marker doesn't show. Pretty sure you get the quest from him at Left Hand Mine outside Markarth.

Can someone go there, get the quest, and then try and kill him, see if he's an essential character for at least whilst the quest is active. If he isn't, I'm guessing he got eaten or killed, and the quest is bugged as it cannot be finished.