SPOILER
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At the Inn of the Seven Dales, if I attack his party and he escapes will I ever see him again? He did his theif? disappearing act and I'm mad that I let him get out of the room.

i would reload that bit and (this is wot i did) block the door way with fighters and fired spells and arrows at people over the top. they couldnt escape then. hope that helps.

For the fighters to stand in the doorway, turn AI off (bottomright button) and use the 'guard' function. they'll be like rocks.

He once walked out of my site when I was gaurding the doorway and he still managed to leave... Thats why I always try to trap him before I attack.

Kill him before the others. Cast Invisibility Purge or True Seeing to sabotage his disappearing act.

Use Mental Domination on him, then let his buddies take care of him for you.