I had something similar happen to me once. Haggar spawned normally, I engaged him in a fight, then he ran away when his HP went down. I dealt with the rest of the vault... and couldn't find him anymore. Nowhere on the level, monster detection didn't reveal him. I assumed he might have died to something else (to what though? he's pretty damn tough), so I went to the queen only to learn that I still haven't killed him. Of course I didn't manage to finish the quest with this character.
Gate closers: GE Wizard, DE Archer, Ratling Elementalist, Ratling Duelist, GE Merchant, ME Druid, HE Mindcrafter, ME Monk