This quest is optional, you don't need it to save Zandalor. There is an entrance to Stormfist castle in Rivertown sewers (somewhere in the middle section, check the maps on the forum).http://kiya1.via.t-online.de/images/Div_Arssew.jpg
(a map by Kiya)
There is also an entrance to Stormfist castle prison in the Rivertown sewers (in the upper left section), there is an executioner there, but there's nothing really to do there (except kill the executioner and talk to Dorian), if you want to rescue Zandalor go to the first entrance.
But, I agree, if you miss this quest, you'll miss some others too, so if you still can reload an earlier savegame, do so!