After the scene with Gortash I did have the sewer scene with Halsin first, but both him and Yenna were in my camp when I went back. i am not sure if that was only a bug or if Orin just tries to scare you at that point. The camp scene happened later on long rest, and the person kidnapped was decided by whom I had in my part at that very moment. When I changed my party literally before hitting “go to bed” to include Gale and Lae’zel, the game changed the kidnapped person to Yenna in that scene (before that it was either Gale or Lae’zel).
The trigger for these scenes I think is that you speak to Gortash, but I think the trigger to whom is kidnapped is depending on who is in your team at the second when this scene is played.