I was playing the quest where you get captured and I had the "Paladin Cross" following me and I couldn't find her when I returned there :/ I gave her a Shiskebab and some rubbish I didn't want to carry. Is Fawkes good at sniping with a hunting rifle?

If you want Paladin Cross back, you could reload a save to before you got captured or check the BOS main base where you recruited her. As for Fawkes, he is very efficent with his current weapon, but he will likely take all your kills.

I don't mind.

Thanks, I'll search the base for her.

Actually, when you wake up, your followers will either be in the room where you woke up, or just around the corner in the hall.