This area is part of the quest Skingrad Recommendation. The cave is North-Northwest of Skingrad. Specifically, it is where the top arc of the "S" and the top of the "K" of "Skingrad" meet on the map.
The mage you are seeking is in the middle of the ring-shaped cave system. Once the zombies are cleared out, he will feel safe to leave. You can have him follow you back to the mage's guild or let him go on his own.
This cave system has several zombies, at least some called "deranged zombie". They appear individually and do not have ranged attacks.