Walkthrough for the "Tribes of the East" expansion.

But who killed him? The thieves' den in the center of the map?

No, there's a group of assassins there, and they took care of it. You can even form an alliance with them to have them kill the succubi that open the gates to Sheogh, but it won't be of much use if all the blue cities are captured. Besides, I think it's better to get Valeria and her army.