BioShock: Martin Finnegan?

For Sander Cohen's quest to kill Martin Finnegan, I'm having trouble finding him. I went through the frozen tunnel and on the far left of the big room, I saw a guy disappear like Houdini Splicers do, but with an icy mist around him, rather than a red one. Apparently, Martin is supposed to freeze you and then when you thaw out you fight him. But in my case, nobody is there. And i know I didn't kill him because the quest says Kill Martin Finnegan. This may have something to do with when my game glitched out and I had no HUD and couldn't bring up my plasmid/gun radial. I sorted that glitch out, now, sorta, but now I'm basically immune to everything in the game. Basically, every time I get hit by an enemy, I don't get hurt. So can anyone help? (Not with the immune to everything part, but the part about not finding Martin)