Within a few in game months, they've been captured and are staying at some town across the map.
Yeah you can do that from the clan screen but then their party starts with no troops, often on the other side of enemy territory.
The way it seems to work when a companion escapes from captivity, is that they get transported to a non-enemy town in your general vicinity. They won't appear in the town closest to you, but they will usually be within 2-3 towns of your location (which includes neutral settlements).
The only reason they may have ended up across the map from you is that you missed the notification that they escaped and continued on travelling, leaving them behind, only to notice they are free when you are no longer anywhere close to them. The game also doesn't say where they've escaped to, but as soon as you see a companion has escaped, check their location and go collect them.
There should be dialog option "patrol around..." or something like that.
When they have parties we can't even tell them what to do. Warband has many options to order your vassals like patrol this area, follow me, defend that castle etc.
These options will be added in due time (see
here).
They just get wrecked trying to return to friendly territory in my experience. Just let them spawn at a friendly city
[...]
The only thing i hate is having to rescue them from taverns when they get beaten. Why can't they just respawn like other lords?
@Everyone. I'll let you guys in on a few secrets. If you go to your fief and click "Manage Town" you can assign governors to the settlement. You can choose any companions that are not already assigned to some other role, and
if you assign a companion staying in a tavern across the world they will automatically teleport to your fief, giving you instant access to them without having to travel to go get them.
You can also assign governors remotely in the Fiefs tab of the Clan menu. This allows you to shuffle companions around to your various fiefs without having to go collect them. If a companion is already serving as a governor in another fief you must first unassign them before you can move them to a new fief. As others have already mentioned, you can create new parties remotely using the Parties tab in the Clan menu.
This means if you want a companion to start a party from friendly territory after being captured and released, you can teleport them to your fief then create a new party with them.
Also, if you guys didn't already know, you can use your companions as makeshift recruiters by creating a party with them, then once they've recruited more than 40% of their party size, you can call them to your army. Once there, you can talk to them and ask to "Inspect their troops," then pull out as many or as few troops as you would like and send them on their way again. If you run into them on the road you can take their troops without having to call them to your army first. Also, after you've taken their troops, you can keep them in your army as you travel and they will continue recruiting every time you stop in a village or town. Because of a cheat with NPCs that allows them to recruit from higher slots than the player,
you can use your companions to grab troops from slots that you yourself are not able to recruit from. You only need one companion in your army to accomplish this.
These tricks all feel a bit exploitative, so don't be surprised if they get patched out or changed at some point.