If you can’t find your thrall’s body after he or she dies, check the event log to see if the stuff has already decayed. If not, the body might be invisible to you. Try a quick relog to see if you can see it and snatch the stuff.
I am familiar with the bug like that it’s what I did immediately, I logged and re-logged normally my family member still sees it when it occurs but it has also been known to fall through the map and reappear later, I waited a few minutes I left rendering range and back nothing happened however the named thrall I knocked out reappeared after falling through the map before my thrall did. Maybe crom does answer npc prayers lol. “Thow shal not be knocked out on a rope by the power of crom!”
The log didn’t even say it died until 2 hours later I also kept making runs through the area they died as I kept collecting thralls that night.