It’s possible to knock out a Cultist of Dagon on the island and then drag him back to the boat, so you can use a wheel of pain in the “real world” to break the thrall. And as reported by the OP, after next restart the thrall turns into a bugged 100 hp “entertainer”.

The same happens if you admin-spawn a Watcher Above or Captain Below as a thrall and place them into the world - after next restart they turn into 100 Hp bugged entertainers. As those guys are not intended to be thralled (and they don’t take stun damage anymore, although the regular Cultists still do), I assumed this to be an intended safeguard against possible exploiters.

EDIT: Aaand confirmed by Ninjasis.