i have not read all the arguments here, so someone else may have made the argument. in one of the earlyer books there are an assassin that kills for the dark one, he can go in and out of the dream world. i think he was slayer (not sure about it).
the assassin answers only to the choosen, and i would think that Asmodean knew him, and knew why he would be there. and knowing that poor Asmodean at the time was weak in the power, the assassin could easly kill him.
i don't think that lanfear did it since she was with the finns, and would not care about him at the time. if she got her wishes i think she would ask for something else than to kill ashmodean. beeing a forsaken i would think she would calm down enough, not to use her wishes in anger.