Jehora Jeheyu is found to the north. I think you can find him in the Rock Garden, but your odds are probably best in the Shifting Passages (that's where I always find him). If you don't have all the deities yet, it's probably way too early for you to go after the monster classes, which are obscenely difficult to unlock.
The half-dragon is unlocked by beating Dragon Isles with three different classes. That dungeon is found in the far west, and you must beat the Labyrinth with the fighter, berserker, and warlord to unlock it.
The Vampire is unlocked by beating the Vicious Halls of Steel with three different classes. I'm actually not sure what unlocks the VHoS dungeon in the current version, but it used to be beating the hard-version of the Halls of Steel with four different classes.
The Gorgon class (which you don't mention) is obtained by beating the Naga City with three different classes. That's the vicious dungeon in the south, unlocked by beating Ick Swamp with the thief, rogue, and assassin.