This is also happening to me. Had no problem getting into the room and talking with Nancy etc, but she dissapeared on the way to the elevator and no enemies appeared. Now, the objective pointer is stuck on the elevator entrance and the "leave the Totentanz" message but it doesnt register me leaving and Nancy is nowhere to be seen.
This is different from the no Dum Dum bug and i dont think it would even be fixed by the "call from all foods" workaround. I've put a lotof game hours since then and i only have this questline pending before going into the point of no return.
Something tells me this wont be fixed, since the only way to fix it would be to reset the mission and fix the problem, but for the ones like me who are locked in the middle of it i dont see how they will fix it. This is annoying and game breaking and really makes me regret having paid for this game.