You have to go into the Emperor's Retreat, which is an instance. Inside, you will free the manders and then defeat the Keymaster. After the Keymaster is gone, look behind him for the code that unlocks Krokhotep's door. You have to light up obelisks in a certain order. (It might be: krok, snake, tree.) Once you have the code, your quest arrow should lead you right to Krokhotep's door.
He's there. Just try looking around. If I remember correctly, he's one of the bosses that will be walking around Emperor's Retreat and not bound to a particular instance.
Alia Misthaven
