I stalked Eisa and she went to the inn in morthal. Ive never followed Brelas and Malborn. Nor Orthorn, I always send him on his way when I rescue him and finish the quest myself. Im allways too busy to deviate from the quest. But I always save who I can unless they got sick loot! lol
I always assumed fast traveling away would save them, though. They can't die unless you're there to see it, right? I mean, in the same cell? But then again, that didn't save that ghoul in Fallout 3's "You Gotta Shoot 'Em In The Head". After Broken Steel, dude never came back from his journey to get the armor no matter how long I waited. Hmm...
Edit: Oh, turns out that Broken Steel thing was a glitch. All this time I've been thinking he died, but he just never went anywhere.