First, I agree with those who suggest getting him raised with no xp loss. Perhaps he was just "mostly dead."

QUOTE]
The dwarf most definately wishes to blathe.
As far as "I don't know what spell was used to hold the bodak!"
What people are saying is that there isn't a spell in the book that holds Undead creatures. Its quite possible that the wizard had a custom special spell to hold Undead creatures ... BUT
The POINT of saying that Undead are immune to Hold Monster putting together a list:
The DC problem.
The "held" Undead when no PHB spell does that.
They sort of build a pattern of behavior. That behavior being that the DM is quite possibly new to the rules and perhaps missing some things.
Thus penalizing you for things not in the rules.
So, those things result in a good argument for you to not be penalized for the
DM making mistakes.
Nobody's attacking you, your group, your DM, your wizard, your knowledge, your character-building. Just building a case in our minds as to why you shouldn't be penalized for something that isn't your fault.
--fje