You should kill Big Red only when specifically told to do so.
The knights you're supposed to save is *not* Mazzy, but another group that is specific only for the quest (ie if you've not been assigned the quest they will never appear).
Perhaps you have a save game to fall back on?
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"Butt-kicking for goodness!" - Minsc
"Cities always teem with evil and decay. Let's give it a good shake and SEE WHAT FALLS OUT!!" - Minsc