I have killed Zuggtmoy, as well as done some other quests along, and went back to kill of Hedrack, bugbears, ettins... but he wasn't there. the rest of those monsters were, but not him specifically. Where do I find him (since I want his armor and the rest of his gear)?
Do you mean the a game-mechanics sense "where did he physically go"? Or in the story-line sense "why is he no longer there"? Game mechanics-wise no idea. But you have finished the first part of the game, so it makes sense that minor boss encounters in the Temple are no longer enabled imo. IIRC, at the end of the Zuggtmoy fight in vanilla, you get to see a power-point slideshow telling you the fate of each of the main characters of the Temple. There is likely a console command that can put him back where he is supposed to be. Story-wise, if you had fought Hedrack before seeing off Zuggtmoy, you would have learned that Hendrack's deity Iuz is none too pleased by events unfolding at the Temple. Iuz is in cahoots with Zuggtmoy (I believe they are consorts of a sort) per the PnP D&D module. So once Zuggtmoy is banished back to the Abyss, Iuz would be looking to take out the bad news on Hendrack. So Hendrack is either in hiding fearful of his diety's wrath, or has already been dragged down to a lower plane to be tormented for all eternity for his failure. Probably just a bug though, really
I don't recall the mechanics specifically atm, but in the vanilla version the game ended after Zuggtmoy, so you couldn't seek him out anyway. With the expansion, I believe the assumption is that the Temple has fallen after Zugg is defeated, so none of the players will be left hanging around. Hedrack and Zugg are actually opposed per the module btw. At least principally, though there's cooperation on the surface. Hedrack is Iuz's main guy in the Temple, and Senshock is Zugg's main guy. Iuz and Zugg cooperate to some extent but both have different agendas. Likewise Hedrack and Senshock, who also cooperate on the surface but don't like each other very much.
From Iuz's description p.121 from T1-4 Temple of Elemental Evil get it here: "Iuz is rumoured to have a Soul Object secreted on the Abyssal Plane dominated by the demoness Zuggtmoy, with whom he is known to consort. He is thus free to roam outside his domain without fear of permanent harm." I always assumed this meant they were buddies, since if the rumours are true Zuggtmoy could seriously screw Iuz over if she wanted. There's also some bits on pages 98-99 about Senshock's allegiances to both Zuggtmoy and Iuz.
The only item # I could find in Gazra's Walkthrough identified as Hedrack's was this one: Hedrack's Magic Greathammer: {4128}{This greathammer is a +2 unholy weapon. / Enhancement Bonus: +2 / To Hit Bonus: +2 / Damage: 1d12+2 / Damage Type: Bludgeoning / Additional Damage: 2d6 unholy damage to good-aligned creatures / Critical Range: 20/x3 / Weapon Proficiency: Martial, Warhammer}
Dream, check out page 29 of the module to see the Iuz/Zuggtmoy association in pretty good detail. They're allies, but they're both basically trying to maneuver to their own advantage. On Senshock, yes they are all on the same general team, but the Temple has multiple competing factions or interests within that team - the elemental temples, as well as Zugg, Iuz, and Lolth loyalists.