Yeah... I kinda figured he wasn't supposed to be killed, but I just couldn't resist the temptation to unhinge the game's design and its expectations... I have to break it!!!
Usually when I do that, I just reload the segment and proceed as it was supposed to be, but this time I forgot to save the game. Oh well.
And yes I can go down into the dungeon, but the gate is barred. I'll try to come back later, and hopefully, he'll show up like Randomizer said.