Same thing just happened to me: I traveled via a maproom located west of the Unnamed City, east of Sepermeru, to the Sinkhole Obelisk and when I loaded in at the Sinkhole, I looked around for my thrall follower and did not see him. Event log stated “Braggi the Bold owned by Descendents died. (2)” Don’t know how.
I am on PlayStation on Official PvE Server #3513, so mods are not the issue.