First let me say I'm NOT on the PC so don't bother mentioning any PC fixes.

Sometime ago on my most recent character Teldryn Sero went missing after I dismissed him at Fort Dawnguard. He never made it back to the Retching Netch. I knew wasn't dead as nothing can happen in an unloaded cell. I figured he was stopped somewhere between Fort Dawnguard and Windhelm... assuming he wasn't lost in the void So I activated a quest marker in Solstheim and walked from Fort Dawnguard towards Windhelm all the time using Clairvoyance to direct my path. And as luck would have it I found him standing on the road north east of Shor's Stone.

So if you've ever had a follower fail to return home but you remember where you dismissed him the same tactic might work for you.