Something similar happened to me. I was sure that I had killed everybody and Mynthara was saying: "There are more! Hunt them down!

The matter was that some tieflings were not identified as my enemies, but I had to kill them as well. When I turned against tieflings, most of them became my enemies, and they appeared in color red, while allies appered in color green. But some tieflings remained in color yellow, as neutral characters, and goblins were not killing them. When I killed them, the story continued.

It's a bug for sure. It does not make sense, but there was a solution in my case.