The Waterdhavian creatures are the four creatures from Waterdeep that were needed to cure the plague in chapter one of the original campaign. Specifically, the creatures are a cockatrice, a dryad, an intellect devourer, and a yuan-ti.
Spoiler warning: Plot and/or ending details follow.
The cockatrice is regrettably killed before the player can locate it. Fortunately, all that is needed from it is a feather, which can be found where it was killed, in the Docks District.
The dryad can be found in Blacklake, held captive by Meldanen.
The intellect devourer is responsible for the havoc erupting from the prison in the Peninsula District.
The yuan-ti took refuge in the Beggar's Nest.