You may not want to find the Avenger... Grin. Only go for it if you have a Paladin anyways... If you want to go for it just talk to Firkraag in the Copper Coronet. He should point you in the right direction.

Were do you find Holy avenger, and all the other cool weapons????

I like that subtle approach you took...

If you'd like additional information, we have a list of all known items and their locations at http://www.gamebanshee.com/baldursgateii/

Hope this helps.