the arms and legs are below the temple district .. you pass it when you go get the first part of the rod to destroy the unseeing eye with.. there is another lich behind a hidden door in the in at the city-gates.. he has nothing to do with the other liches...
I seem to recall that the string for the bow is in the asylum so you can drop the bow of at your stronghold (you won't be able to put it together until you get back from the underdark
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