Nothing to be said about the guarded compound. Just kill everyone. I don't know which big building in the Bridge district you're talking about, though. If it's Saerk's home, no, you don't.
Don't know about the treasure at the temple of Amaunator. I've seen this question a few times, though, and from what I've heard it might have some connection to one of the ranger quests or somesuch.
Efreeti will turn themselves into mist to recuperate if at any time their health goes below three, but above zero. In other words, if they're on 23 health and you hit them for 20 damage, they will turn into mist. If you hit them for 24, though, they will die.
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