I'm sorry, but the game clearly states, that you should finish all unfinished business, before moving along. If you don't do that, well, I guess, that is on you. It's btw, teh same with act 1 - yes, you can go back for a while, but some things will autocomplete, if you hadn't do them, same in act 2.
I would go back to a save before entering the Shadowfell (the Sanctum), if you want to give it another try.
And yes, the game has consequences, that is, what many people here like. I forexample took too long to look for an npc and said npc died on me. I was sad, but I took it. There will be more situationes like this going forward, just as a warning.
