New warband-player here. I got the same issue : Companion HOLDING at random. The units assigned to the quest do not return either...all gone.
I should have an older save file of a companion right before accepting the quest that afterwards bugged out. Every time I loaded it, it gave the same result, companion + units not returning. I'm a-technical, but if someone can ''guide'' me how I get this save file to the devs for reproducing this bug, I'd be delighted ! This bug ends every playthrough as I tend to send my best units on those missions and when they do not return, all that progress is lost and I quit the playthrough.
EDIT : It is possible to deal with this bug by saving and reloading each time a companion quest is about to time out. When it indeed does bug out, simply reload and try again. I thought it was doomed from the moment the quest was accepted, but it really comes down to ''midnight'' on the day it ends.