I just got Serana for the first time and am going to become a vamp lord. I killed Lokil and thralled him. He doesn't moan, he actually talks and says cool vampire things and his voice is awesome. I put the golden glow keys on him so he would stay permanent. Any other thralls do this?

What's this about the Golden Glow estate keys?

I never had a favorite thrall, though I did enjoy thralling vampires more than regular folk. At least they added some conversation.

One of the Goldenglow keys (can't remember which so I used both) is a permanent item that cannot disappear, so putting it on a dead body also makes the body permanent. There are several items like this.