I always forget Gale - I assume he's still stuck in that portal smile

Don't know if this is the only way but here's what I did

1. Have high approval with the kidnap victim

2. Go to sewers before Orin reveals herself in camp, meet Orin in sewers disguised as kidnap victim

3. Agree to go after Gortash first

4. Get to temple of Bhaal

5. Persuade Orin you've already killed Gortash

6. Kill Orin / Free captive

7. Yenna becomes a happy go lucky food merchant