In the sewer I went into that wizard's lair and rescued haer-dalis and that cool harp that confuses. I didn't like haer-dalis, so I got rid of him right after I rescued him and the gem. Then, later on, I met Keldorn. I found out that he could use the harp also! Does that go with the other magical instruments?

No its a bug. I think 2 magical instruments can be used by Paladins. If you want a fix, visit the Baldurdash site with has patches, if you don't care, just use it if you want.
There are dozens and dozens of little bugs like that that were still in the game with the final patch put out, but some players have created newer patches to fix the game as it should be played.

The other harp is in the

SPOILER
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Mind Flayer Lair in the Underdark. Paladins can use this one as well.