I've hit something similar today, with some small differences. No map marker even though it was supposedly fixed in the patch. Jaheira was able to talk to her contact and get the key, but the key doesn't open the door and causes everyone to act as if we attempted to steal something.
I can't progress on this quest at all at this point due to another bug, which is lockpicking simply doesn't work. Prior to the patch you right click and choose lockpick, now that context menu never appears.