Man, that is so COOL, yeah I think I'm going to follow your advice exactly! I'll probably foreshadow, no pun intended, by having Delft report to the crew that Asrabey's body was reported missing shortly after transport on the ship that was carrying it away from Axis Island.One cool option you have, if you're going to have Asrabey be drawn into the Bleak Gate, is to do a small tweak to adventure two.
In it, the PCs eventually track down Gale, who tells them she has discovered something mysterious going on in the Bleak Gate analogue of Flint. It is very hard to cross into the Bleak Gate - harder than getting to the Dreaming and back - and she took advantage of a rare planar conjunction, guided by a creepy gnome thing named Ellik (which was me making a very oblique reference to the episode of Community where they played D&D and met a gnome named Kyle; Ellik sort of being a reverse of Kyle).
But you could have her mention that while she and were Ellik there, they were set upon by trolls made of darkness, and were rescued by an Elfaivaran man named Asrabey, who had somehow become stuck in the Bleak Gate. Despite being an exceptional warrior, he was drained, feeble, and delirious, constantly muttering the name Kasvarina. Gale guided him back to the waking world, and after a short period of recovery he left, saying he had to take news to his masters.
This sets up a way for Asrabey to make it back. Then when he returns in adventure five, he can have a sort of begrudging sense of obligation to the party, because if not for them sending him to the Bleak Gate, he'd not have found a clue that could lead him to where Kasvarina is.
But I advise you to read at least the intro section to each of the next four adventures. Or more if you can. It should help you set things up for later payoff.