Finally I loaded a savegame when I rescue him very easy, and He goes to the tavern.

My "problem", and as you say: it's a bad design of the quest.
I talked to him, but I said him "Stop crying" Then, you have to talk to him again and tell him that yes, we will rescue them.

If you don't talk to him after this, he leaves the inn and the game "don't tell you nothing of this", so the quest is bugged.

I fought with the harpists in the ambush to got the moonlantern. Then, I explore the map and I found Roland dead.
Since I didn't touch the hologram, for the game Roland don't exists.

I see that is a important character, and If I will decide to replay again 10 hours:, I have to do:

- Spider-boy ambush with harpists.
- Boss fight with Miss Gold.
- Rescue the tiefling girl
- Puzzle of Shar temple near the tax post and fight
- Discover rest of Nord - Nord-east of the map.
- Mason's gild

It's a lot...

Is it worth it? I read that if Roland died with this bug, his siblings died... And I wouldn't have Roland in Lorrakan quest (I'm spoiled a bit).