I'm having repeated issues with this quest - wrote to Larian about it.
As first step I saved Cora killing the doppelgangers of Dolor. Then went to Elfsong taver and met Devella: I found her paralyzed in the upstairs room. Decided to cure her, she took off with the 2 fists guarding the stairs and disappeared. I ignored this as I saw online that she wasn't an important step for the quest.
I then explored some more of the city and reached Figaro the dressmaker. When I spoke to him he started thanking me for saving him (this was the first time I talked to him, did not save him from anything) and his two servants were upstairs laying on the floor but could speak to me from that position and they too thanked me.
Finding this all strange I went online and found out I should have met Dolor here and either killed him or let him go. I did not.
Has anyone else had my same issues?

I didn't have this situation. I never found Davella paralyzed... I found Figaro paralyzed and killed the dude who was going to kill him, saving him and his minions. I assume this is the expected way to follow the quest, because it all made sense. However, despite killing the murderer at the right spot on the list, I ended up with a persistent quest marker at some other dude, who was slaughtered in his apartment.

My takeaway is that this quest is somewhat broken, and related to the fact that Larian caved to popular demands and rushed the release. Frankly, I don't know that I can even be sad about it, because I'm one of the people who is happy to be able to play.

Expect it to be fixed in another hotfix or patch, which seem to be coming out pretty frequently.

I have the same, though the quest is marked complete.

Did you confront the murdering red dwarf? maybe you didnt read the clues, interviewed anyone that told you about him, i only found him after i convinced 2 marks that they were in danger. The third one was drinking with him and he ran when i told her about him, leaving me to fight some dopples. After that i found him at the Figaro guy, i attacked before the dialogue was over and saved him.
Its very strange that Larian put these hidden decisions, sometimes you must attack before the dialogue is over or the NPC dies, i did the same to save the deep gnome with that drow mage. There are triggers for these quests to advance, even some NPCs will die if you trigger the quest and dont arrive in time, like the tiefling wizard from the grove in act 2, cant remember his name, the one with all the brothers.

I followed the same general path (I finished the dialogue, but still saved Figaro) and the quest was marked as complete, but that damn quest marker never went away. I have to assume it's just a bug that will clear in some upcoming hotfix.