I had escaped from Ust Natha and was speaking with the elves when Aerie said she was leaving. I then went to the slums, visited a temple, rested and Jaheira had disappeared. Where can I find them?

Are you in a romance with Jaheira? If so, she's left as part of her quest and you should be visited by someone shortly explaining why she left...

Aerie could have left because of a variety things. The most likely, however, include 1.) You were mean to her (wah wah!) 2.) Korgan is in your party and she had finally had enough of his taunting. 3.) Your reputation fell to a level low enough that she had to leave (she's Lawful Good, you know...).

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Now where did I leave that doughnut?!