Baldor Iron-Shaper is a Skaal blacksmith who resides in the Skaal Village. Until the shout Bend Will has been used on it, he is one of the villagers building a temple around the Wind Stone. Afterwards, during the day he can be seen outside, tending the forge. At night he can be found inside his house.
During this quest, Baldor gets abducted by Thalmor who are trying to learn how to shape stalhrim. Once Baldor is rescued from the Abandoned Lodge, and brought back to the Skaal Village, the stalhrim source map can be given to him and in return he will teach the Dragonborn how to smith stalhrim weapons and armor.
Killing Ancarion, or letting him live, and subsequently lying to Baldor does not change his attitude upon completion of this quest. That is, his dialogue does not change and there are no speech checks made to convince him that Ancarion is dead.
If this quest is active at the same time as At the Summit of Apocrypha, the option to turn the quest in to Baldor will not be available until the main questline is completed.