Going after the dragon stone, I cut the dude with the key out of his sticky situation, but he bolted. Now I'm standing keyless at the locked door. He's still in here, right? Where's he hiding?

You're supposed to chase that little [censored]efiend and kill him or wait for him to trip a trap and suffer a hilarious death.

I'm not sure where he goes if you don't kill him. I had to chase him down the first time, but I caught up to him.

Which locked door? If it's one that takes a combination of pictures, look at the claw you were given - closely. You can mouse scroll items from your inventory closer and even rotate them to get a better view. Dunno what the non-keyboard users do, sorry.

I had to chase him but at a certain point he turned on me and we fought. Theres not many places in there he can go to and he could be already dead, just look at the floor and hope hes there.

He might be caught behind the spikey wall/gate trap. That's where I found him last time around.

Reload to a save before cutting him down, and make sure you KILL him (the other meaning of "cutting him down"....) because otherwise you're in for a tail-chase which is going to wind you up with about 6 draugr on YOUR tail.

Thanks - I'll go back and look for him.

Fry the Dunmer. It works okay with sparks