Delthyr is a Harper who approaches Gorion's Ward and party in front of Sorcerous Sundries after their return to Baldur's Gate in Chapter Seven. He'll give you a rundown of recent events within the city, including news about your activities in Candlekeep and how that's affected your current reputation within the city, before asking if you are responsible for the murder of the Iron Throne leaders in Candlekeep. He will then give you a chance to ask some questions, the answers which provide some limited but important information while directing you to re-investigate the Iron Throne Headquarters one more time. He then leaves the area but not before letting you know that if you need additional help, that he'll be at the Three Old Kegs inn.
Talking to him at the inn points you in the direction of Rashad, Duke Eltan's personal healer. If you have already rescued the Duke, he'll then suggest that you go to the Undercellar where two assassins believed to be in the employ of Sarevok can be found.