This was a bug that has been reported in the past a lot. I just recently had this happen when I knocked out a NPC and went thru a map room to short cut back to my base. I checked along the way to make sure that my Binding of the Dead’s durability was going down yet when I went to put the thrall into a wheel of pain… he didn’t show up in the wheel… or on the ground. It was just a big waste of time.
I play single player with no mods.