On the first rescue mission I had, which involves saving a Whiterun stall clerk from some forsworn at a camp/dungeon, I went there and cleared all the enemies (even from the within the dungeon) but the character isn't there.
Also when inside the Whiterun walls the quest indicator is shown as it being in the same location even the quest is outside the walls.
Even though when I got there the indicator was like this and she wasn't there I still cleared it out and got part of the quest complete for doing so but it's still telling me to talk to the non-existent person.
I can not progress further in the companions till it is done. It's almost like the game wants me to jump over the bloody walls of Witerun.
Any idea how to fix this bug?