Have you ever been meters from the newb river, looked down and refilled your thirst meter? It would appear the river (in this case, lava) extends under the visible ground for some technical issue, probably continuity of the landscape. It started with the original game design and has been present since. This is not the OP’s issue.
As I read it, the cause in this case was the thrall dropping through the structure into the lava and that particular issue is one personally experienced, both on live and testlive. Understanding the difference between the two is important for us to understand and try not to confuse.
I had one drop through a structure and had to invoke admin (ghost) mode to get the damn thing back. Unfortunately, that’s mostly not possible for the majority of players. Even then he was difficult to target within a sandstone foundation.
My personal preference is to find a way to make the visible ground solid. That would solve the OP’s issue and also the case of the disappearing dead.
Avoiding the lava is simple, but time consuming, guard/move/guard/move etc. Since it’s such a PIA, I do not enter the volcano unless absolutely necessary.
Regards
jim