How do I find Severio Pelagia in Skyrim

According to the quest page you can complete this by:

To fix this, go to Whiterun, then find Amren and kill him. At this point the quest line should open back up.

If this doesn't help reloading an old save before the quest will probably fix it because the NPC is randomly selected.

According to Severio Pelagia's wiki, it is possible you will not be able to fully complete the Companions quest line if you completed the Civil War quest line first.

His death is inevitable, regardless of the Dragonborn's civil war affiliation, as his home is utterly destroyed during the catapult barrage on the city in the Battle for Whiterun. Completing the Battle for Whiterun quest or killing him manually could cause the Companions questline as well as Shalidors Writings (Ysgramor) to be incompletable, should they be attempted after his death

Severio Pelagia is an NPC that is randomly selected during the Hired Muscle quest, but his death would prevent you from getting past this part of the quest line.