I'm a bit hazzy on this, but as I recall the assasin's dagger is cursed, so I sold it. I think you should get it
after killing the guy in the Stout Mines, if you got the quest to do so. If you kill him before being asked to do
so you may not get the dagger.
As far as I know there are no "caves to the north" where you go to get your reward - he's just sending you to
the Boogre Mines hoping you will never come back.
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