So I told him to return to the shack,
Based on this, I thought maybe this was the random disappearing companion glitch, which I'd have no answer for.
I sent him back to his original base in the black mountains.
But based on this, I'd mention that the black mountain is not Raul's "home". He was being held captive there...his actual home, the one he goes back to, is called http://fallout.wikia.com/wiki/Raul%27s_shack and it's against the cliffside a bit SE of the main Nellis Air Force base/road entrance.