For worker thralls that are in your base. I have tested and confirmed that for me (Official PVE) this worked.
First I turned off all benches, water wells, light sources, beds etc Anything where a worker thrall will wander to. You MUST turn off everything where a worker thrall might wander to, sit down, eat, drink etc. If an item does not have the “disable thrall” in the wheel selection, then don’t worry about that item.
Have the worker thrall “Guard”. If the thrall starts walking somewhere, it means there is something you did not turn off. You must turn off all of them. Once you determine that the thrall is not walking anymore after a minute or so, set them to dance, I personally just chose cimmerian dance. Wait a little bit and they should start dancing. If they do not start dancing, you have to get out of render range from your base. Once you get back near the thrall, they should be dancing.
Once the worker thrall is dancing, that should confirm that they will not disappear or wander off away from your base anymore. If you put down a new item, make sure to immediately turn thrall usage off.
I have about 7 of my worker thralls now dancing in the middle of my base and they have been confirmed after 24 hours not to have disappeared, gone missing, gone to G9 or anywhere else. They are happily dancing away, hopefully until a patch is released.
I hope this will help some people regarding this.
A note on the worker thralls that have gone to G9 or are missing but is still showing up in the thrall list. I had 4 missing total. I right clicked and selected “Rescue”. At this point one showed up at G9 and I went, got him to follow me back to base and made him dance. The second one, I did the same and it worked. Unfortunately for the 3rd and 4th, once I selected rescue, they simply vanished off my list and are most likely gone forever.