Haegan's the captain of the slaver brigade. You use his key to free the little girl in the cage with the two trolls, the door's in the same room you fought Haegan. When you go back to the Coronet, Hendak does disappear sometimes. It's a known bug, and the only thing you can do is create another Hendak using the console:
Open your baldur.ini file and add 'Debug Mode=1' under the first line.
Press ctrl + space in game. A little console will pop up. Center the screen where you want Hendak to appear, enter "CLUAConsole:CreateCreature("Hendak"), and your new Hendak will be right there. Anyway, good luck.
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