Help me find a book/comic/collection

Back in 2004, my brother was gifted a book/comic (a large hardcover book with these comics inside).

In the book, we have a group of dwarves going on a quest (I can't remember what they were going to get). They hire an elf to help them. He has large eyes almost popping out of his head, greyish skin, and dark, fuzzy hair with a headband. They pay him in some dust/spice currency.

On their journey, they encounter a dark storm they have to hide from. The storm is a death knight or some evil lord. During the journey, one of the dwarves is killed.

I've been searching for this for several months now and can't find the name and it's driving me insane. Does anyone know of this, or can anyone guide me in the right direction?