When I did it the first time with a friend, we were stuck on the same thing, we found no corpse. Turns out we had arrived to late and a Charr had killed him, but somehow Joe had killed the Charr. I suggest you try again and run to his location as fast as you can
What I did was return to Piken Square and redo quest. Weird was that time, Old Mac was alive, but Joe wasn't, yet Old Mac kept talking like Joe was there. I was like "Oh poor guy, he went nuts" LOL