I have known the Tharayya's story got continued in Frostvault and Depths of Malatar, with no Volenfell II, but didn't really remember (m)any others, until going through Blackheart Haven on a character who didn't do it before, and being in no rush, so I re-real all the quest dialogs and everything, and got reminded of the last phrase by Shifty Tom that I have completely forgotten and thought the quest just ends in him getting free: "My new master has waited long enough, and I think it's time you died for good."
It was obviously meant as a hook for Blackheart Haven II, but it never happened, and I am not aware of any others like that, but I would likely need to re-run quests in older-no-part-II dungeons as a refresher.
I suspect the dungeon quests are not the only one stuck with cliffhangers though. So, any others out there?