I finished the weapons cleanup at the warehouse, was told to escort the informant to the city watch HQ in Merchants District. I found the mansion, cleared it of thugs, didn't find the informant, so I went back to watch HQ and the Captain is asking for the informant. Where is he? I looked everywhere in the Mansion on both floors and can't find him. Help!!

The informant is standing in the room where you face Moire. If you didn't face Moire, then I assume you didn't find the room yet.