Those two are annoying little entities. I always find it fun in this way to get rid of them. When you get out in the wild, punch a fox. I usually always see one on the road not long after getting out of the cave.
Hadvar/Ralof will run off after the fox, weapons drawn, into the wild. You're free to continue.

Funny, Ralof drawing two axes and sprinting in that odd dual-wield way after a wounded fox.