Same thing happens for me on Xbox One. Tried sending them to Red Rocket, spent 15 minutes trying to find Danse until I finally saw him standing in the middle of the road away from Red Rocket for some reason.
Word on the street is that if your companion doesn't go to where you told them, they'll end up going back to where you first met them. I haven't had this happen to me yet, but I have a couple friends who have lost some companions and they said that's where they were able to find them again. Curie goes back to the vault I guess.
Also whilst we can fast travel back our companions have to walk so if you sent them from a far away location it could take them some time to arrive!!
this.
I relocated several companions and settlers from sanctuary to the castle and it took them awhile to get there. I even ran into preston halfway there as I was fast traveling and he was fighting off some super mutants. It took about a full in game day for everyone to arrive although for some reason dogmeat was able to get there about the same time as I did in fast travel. he's just fast I guess.
I have the same problem on PS4 ......classic Bethesda and their bugs