Did your agent search the public records and determine if this actually went to a foreclosure auction or did the borrower do a Deed In Lieu of foreclosure? It sounds like the latter if they don't have the quit claim deed in their hands. Or it may be that the lender foreclosed or fannie mae and that foreclosing lender needed to sign a quit claim over to fannie mae.
So, unfortunately you have little to no control over the situation but hopefully it will eventually close.
One other problem is if the law firm that did the foreclosure is one of the known fraudulent filers.
Your agent can contact the title company to get a better explanation of why they need a Quit Claim Deed and who they need it from.
Hope this helps.