Even if option of showing the follower on map it does not show his deathmarker
What i did was to wait untill the lootbags spawn in the area where i thaught he was killed an the lootbag showed up and saving all his weapons and armor.
Just to clarify this, the thrall was invisible on ground, i looked all over the area, but this is a bug on official liveservers also. Sometimes you can find him hoover pressing E on the ground in the area, sometimes you find the loot if you lucky, or else you have to wait untill the lootbags spawn after15-20 minutes or so.
no mods installed