I've read somewhere that when a companion gets kidnapped like in your game, the group of bandits that has your companion as a prisoner has spawned close to Ain Baliq but since they roam a lot, the bandits could be anywhere in Calradia ? They need to fix this, you should be able to ask at villages if they have seen a group of bandits with a prisoner passing by. This would allow to "update" the location and help you find your companions back.