Cat is in the camp, the girl is gone, Halsin got taken.
I was actually wondering what's the point of that bit, seems like it's bugged.
Because if the only reason that Yenna has been introduced is to spare the player the loss of a companion, then... Why? It's a random child we can barely interact with - I think a companion being taken is a much batter option, considering the fact that even if you don't like that particular character, it still has gameplay repercussions.
The game is very complex with its permutations so while it could be a bug it's also possible you missed a scene. You can find Orin disguised as Lae'zel holding a knife to Yenna's throat and will try to convince you she saw Yenna enter the camp as a woman and change shape. If you don't question her she kills Yenna in front on you and reveals herself to be Orin. If you missed that scene(probably due to not having Lae'zel around anymore) it's possible she killed Yenna and took Halsin. There are a huge amount of permutations to how the hostage event can play out and it's not clear what all the triggers are for specific outcomes. I will say though...like her or hate her, it's pretty crucial to still have Lae'zel in the party. I suspect the necessities for avoiding a party member kidnap are: 1) have Lae'zel around to trigger the scene I mentioned above, and 2) having been nice to and accepted Yenna. I believe that if you do at least those two things then Yenna gets taken but you can save her later and you don't lose party members.