I've looked all around the dungeon Xin but I can't find the Myrmidon! (I think I did find his cocoon in the cave.) Am I missing something? I've already found a net and some armor.

you need to find 3 pieces in the dungeon to awaken him from his cacoon. the third piece you need is his Trident. Try searching in the grassy areas just to the northeast of the Wizard's house