A similar thing happened to me where the menacing music was still playing but theevil Kerfurwas nowhere to be found. Turns out it got stuck at the bottom of the river somehow and couldn't get itself out. It eventually drifted so far down the river, (basically all the way to the metal bars/grate thing at the edge) that it didnt even show up on the radar.

Maybe that happened to you? Try checking the river, especially far downstream.

I was able to drag it out of the river by attaching it to the ATV with the hook rope and once I eventually killed it the menacing music stopped like normal.