I've done some research, got Yenna back.
Loaded the autosave from entering Abandoned Cistern. Immediately went to camp, dismissed Lae'zel and long rested, got Shadowheart's romance scene. Killed the Bhaal cultists in Abandoned Cistern, lightly looted, long rested again, still in the sewers. Shadowheart wanted to talk again.
Went up the greasy, slimy climb (or whatever) exit and ran outside and due west to Volo. Killed the Bhaal cultists, saved Volo, spoke with Volo back at camp and long rested AGAIN. Got the scene where "Lae'zel" (Orin) threatens to kill Yenna. Yenna is traumatized with the knowledge Orin exists currently, but I'm told once Orin is dead she'll get over it.
Forgot to cast "Speak with Animals" and Grub hissed at me. I'm sorry, Grub.
My theory is that one of two things causes Yenna to disappear for good:
1. Triggering Orin's kidnapping by wandering too far into the sewers (thereby causing the scene where the kidnapping victim flees Orin, not the scene where Orin holds a knife to Yenna).
2. Having other queued-up "nighttime" scenes that are due to occur upon your next long rest interfering with getting the one you want (Shadowheart's romance scene in my case).
Edit: Yenna is fine come morning. I paid her 11,000g for four bowls of soup and looked at the load times to restore this non-cursed universe where Yenna is safe: 18 hours, 17 minutes. Maybe in a future playthrough, Yenna.
Last edited by DeeperThought; 05/09/23 11:25 PM.