I made the mistake once of actually killing him before he was captured. Had to go back to a save, and I see this isn't possible for you. Best advice would be to reshout him, beat him up, and then try to recapture him.
That or go and speak with the Jarl and the court people again. If you go through all the dialog, they should also be out on the balcony with you. Double check your journal to make sure all your diamonds are checked.
Is he not speaking at all? I suppose you can try casting spells on him when he's chained up. You can also try waiting around for a bit, or, as O2baguru said, trapping him again after you release him. Unfortunately, if none of those work, you can't really do anything else, since the earlier saves were deleted.