Sounds like a bug to me. Have you installed the patch?
Once you kill the mage and open her cell, she should go through a dialogue with you and then leave. You will probably have to resort to an earlier saved game. Hopefully you saved your game before confronting Firkraag?
BTW, Anomen going wacko doesn't have anything to do with the Windspear quest...
------------------
Now where did I leave that doughnut?!