Is this happening on Siptah or Exiled Lands? In Exiled Lands we had some locations where the thrall would fall through the map and die. One of them was somewhere close to Hand of the Maker, if not mistaken. There was an entry in the logs about outside of the world, this shouldn’t happen blabla. If you know when it happened, you can go and check your log in \steamapps\common\Conan Exiles\ConanSandbox\Saved\Logs