You can get Malkoran to follow you out of the temple, but there is a trick to it.
Kill Malkoran then raise him before you grab dawnbreaker.
When Meridia teleports you outside, look for the pillars with the beams you lit up earlier, you should be able to see the ones on the outside of the temple.
You can find a way to climb to that balcony area.
Go back into the area where Malkoran is, be aware that the door to his room is locked, but you don't need to go inside that room.
Just get close to that door to make him aware of you, this step may not be necessary.
Go back outside and he should now be with you.
The thing is, I don't think that his corpse is permanent.
If you stop using him as a thrall, his corpse will disappear.