I've talked to the Gnome leader about killing the demon, but when I go to the pit, the guard is not there to unlock the door. Do you have to do something first, or is this a bug?

Thier should be a svirfnebli standing just at the begging of the tunnel you go down.Try talking to every deep gnome their is around that rea.

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"THEN BANE, SEEING THE LIFELESSNESS AND RUIN IN THE MIDDLE OF SUCH BEAUTY
SMILED,
AND SPOKE WITH A VOICE LIKE THAT OF CARRION: "LET THIS PLACE RESONATE WITH
NEW SONGS;
THE CRIES OF THE WARRIOR, THE MELODY OF CLASHING SWORDS, THE HARMONY OF IRON
SHOD
BOOTS MARCHING IN UNISON OVER THE STONES, THE CRESCENDO OF THE DEATH WAIL,
AND THE
CHORUS OF THE WIDOW'S LAMENT. LET THIS PLACE BE A TAPESTRY UPON WHICH I SHALL
PAINT
NEW SCENES, AND BLOOD AND ASH SHALL BE MY PIGMENTS. THESE ARE THE THINGS THAT
I
CHERISH, AND THEY SHALL DOMINATE THIS PLACE, AS THEY DO WHEREVER THE HEARTS OF
MEN
ARE WEAK AND QUICK TO DESIRE."

As a last resort, you can use "ctrl + j" as a shortcut...your party will be teleported to your cursor location.
Note: this only works if you have the cheats enabled (i.e. in the Baldur.ini file, type debug mode = 1 under the header Program Options...make sure you first make a backup of baldur.ini)
Good luck!

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Melusine, High Queen of Fluffies, Archbabe of the Order of the Holy Flame and the Laughing Hyenas, &
Official Entertainer Elf of the BG2 Bar
http://www.angelfire.com/anime2/memnoch/mel1.gif
Your voice is ambrosia

The gnome should be there anyway, even if you don't talk to the chieftan. You can meet the guard before you even head down to talk to the chief, he just doesn't let you in.
If the guard is missing, either he was killed by something (?) or there is a bug. The guard should be there. If he isn't I wouldn't have any problem using a cheat to finish that quest due to program error.