So I went to borrow king to get the heart ran back home no cliffs to fall from just a straight run on flat land my thrall died I didnt realize until I got back to my base that he was not there as I didnt look back to see if he was with me gear and weapons lost not a big deal i can make more what I would really like to see is a message pop on screen saying my thrall died or some kind of indicator and maybe the decay on there bodies enough time for us to locate and reclaim our mats. Within minutes all they carry is lost. I am on a pillar he may have fallen trying to teleport back to me ( has never happened before) but a little time and an indicator I could have retrieved my stuff from his dead rotting corpse lol.
You get a message. Normaly right of the screen… Its kinda small and fast gone. But I get it on my cleaning process of weaker T4 defender thralls 
Or when I sacrifice some T2 dancers to the worldboss crocodile.
PS.: Horizontal elevators are a known death trap. Thralls wants to port to you -> no place -> falls down -> rinse & repeat until destination.