I am a solo-PVE player on the Exiled lands map. All thralls and pets at the base I was at when I started up my game after the update, are all gone, However 1 horse & 1 Archer remains (they can be seen on my followers list and on the map). The horse that remains was at a different location upon starting the game after the update. To give you an idea of the distance my base is just outside of New Asgarth and the horse is at the sanctuary ruins. The archer is at the Breach but I don’t recall leaving them there and when I go look for them I don’t see them (possibly needs to be rescued as syx said above). I personally made a backup of my saves just incase something like this happened but obviously I cannot roll back to the previous version of Conan (I tried and failed).
UPDATE: A user in the steam discussion regarding this issue mentioned their thralls decaying. Another user suggested Disabling thrall decay, then load your previous save (the save you had before you updated and loaded into the game) to get your thralls back. This worked for me and all my pets and thralls are back!!