This has happened to me a few times, Arcade Gannon and Boone will run directly away from me at an insane pace, usually just after fast traveling. Sometimes they'll stop and come back, but usually they won't unless I rezone pretty sharpish. It usually happens after fast traveling, I think it's because there's something they were trying to do in the original area and were interrupted by your fast travel, so when you move they'll run back to where you came from to finish whatever it was that they were doing.