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I had a leveled Shaleback as a follower, I took it on a resource run. It disappeared. It is no longer in my followers list. I have lost it and the resources that I had stored in its inventory.
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Now as for your problem, have you checked your log to see what happened?
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I’ve checked the Event Log. I see any entry at around the time in question. Shaleback was killed by Unknown (2).