After update 33 I already lost a level 3 fighter because he was falling through ceilings when following me. I also couldn’t place an archer because it was also falling through the ceiling.
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I am having the same problem, both with dragging Thralls up an elevator and once placed having them follow back down an elevator. Thrall disappears and dies on the ground.
Same problem after knocking Thralls out.
Corpses are fine, but unconscious thralls more often than not (not always) fall through the world).
On other occasions, thralls despawn while I’m fighting them.
All of the above happened just outside the Westwall of Sepermeru.
Update: problem seems to be resolved with hotfix 19.04.2018
Today lost 2 more archers because this bug. They fell through the ceiling right on the palisades and died!
I have just had the same issue on EU PvE 3008. Archer thralls falling to death
happens in singleplayer as well. got a tiny crawlspace under my building covered with ceiling parts. even from that minor height mei the blade found her untimely demise breaking her ankle as it seems… and everything else witih it.
second time i was scouting the volcano when my thrall thought it would be nice shooting straight forward towards an enemy, only problem the enemy was 10 meters below, was a nice leap of faith though 
so i was left overencumbered at the ss end of nowhere cause mr. belvedere went apesht… bet you don’t see that everyday
dedicated server setup
I haven’t lost all my thralls. The thralls that are used at a crafting station are still there but any thrall placed on a floor or open ground fall thru the floor. Some disappear and some sink down to the ground and the last few unconscious thralls I brought to base disappeared once they hit the foundations but later I can hear them trying to attack me once they woke but I cant see them. I used admin ghost mode but couldn’t find them but still hear them.
I’ve experienced this too. I dismantled an unrelated pillar nowhere near the thrall and by no means architecturally connected. The thrall fell through their ceiling block into a bed of spikes below and died pretty quickly as they are also unable to regenerate health, which I understand is getting fixed soon. My base has a high employee turnover rate, except they don’t leave alive lol. Official Oceanic server #3971.