I got the same issue on 3 different endings. On one of the endings where the city was destroyed I left via the pipe and returned back down the well with him following. Cassia was waiting outside the palace but she 'was busy' too. In the end I had to kill him before I dropped down the well and then Cassia asked me if I had found a way out. She also asked what happened to her brother - you have two options there. This completed the quest but it shouldn't have happened like this. I'm sure it's bugged.

i accidently shot cassia down the well. she stands in th place where her brothers corpse hang. i only played 1 ending. where ulrin killed the jarl. so i went back through the pipeline. Came by the well. Ulrin is busy. THen i went down the well, found Cassia and she is busy too

I thought she was supposed to go down the well but maybe not. She follwed me down there (I think) she waited outside the citadel. I never read the note on the corpse as I could not find it - this was a bug that was fixed in a later version.