Out of all npc types in the game [GOTY edition], I found the bearded Redguard model [Hla Oad, Gnaar Mok merchant] to be unclickable [no dialogue box]. He works in Tribunal and Bloodmoon. I had to use console command to do Kaye's Imperial Cult quests. Is this a bug?

That is a bug, yes. It's not how the game normally acts.

Are you using mods?