...and the next thing I know, my character was flying around in some strange alternate universe.

Check https://youtu.be/Gi4mXux9xQMGi4mXux9xQM out!

After the game froze and gave me a CTD, I reloaded the game and discovered that the game had created an autosave that put my character in the Sleeping Giant Inn. Without my companions... I've no idea where they ended up, as I went back to an earlier save.

More than likely, your companions are at the location you recruited them from. (Or where you picked up the quest of it's a quest follower)

Oh! You have that "special" horse, Mr. Ed! He takes to unknown places

Wild that you were chasing yourself for a while there too. Past life regression? Out of body experience? Or did you eat some weird mushrooms before you got on the horse?

I vote for the mushroom explanation

Yeah, that might explain why he crashed when the trip was over too!

Nah, no 'shrooms, eh?

Plain ol' natural insanity, maybe...