Missing in Action is a quest received from the Chanter's Board.
This quest cannot be completed until you visit Arl Howe's estate to rescue Queen Anora. Once there, he is located in Arl of Denerim's Estate - Dungeon. You get the key to his cage from the Jailer. This can be done before or after facing Arl Howe.
Turn it in at any chanter near a Chanter's Board for a 2 reward.