So, I don't know if this has happened to anyone else. But last night I was doing the companion quest to rescue a kidnapped citizen, i think arein or something from riften, anyway I had rescued him previously. Except this time when I went to the cave and killed all the bandits, he wasn't there. I quickly looked at my map, and saw he was still at riften, so I traveled there. There I found him walking around the town, unkidnapped..he still followed me, but I quickly figured out that if I fast traveled back to the cave and then back to riften I could complete the quest.