For further information, I would like to mention also that it does not appear even going back to any save game when the thrall was visible fixes it. Only going back to the save game before you placed the thrall will allow you to take it off the wheel again and place and see it. Then it disappears at some point, or after the next time you boot the game, never to reappear again, except, as I mentioned, to go all the way back to before the thrall becomes your follower. Hope this helps. Hope someone can fix this, I’d like to explore Siptah.
Here is another thread apparently about the same exact bug as far as I can tell:
FUNCOM! HELP! WANT TO PLAY!