I recently fell victim to the dead thrall bug - you know, the one where you lose your thrall (for whatever reason) but the effect remains active and so you get all the snooty comments from NPCs. Well, after checking the Wiki I realised my thrall had got stuck in Broken Oar Grotto. I returned there and cast dead thrall on the first corpse I found (not even the one I'd originally thralled); summoning a couple of Dremora Lords killed off my new thrall and - hey presto - the effect had cleared. I then fast travelled to Whiterun and the effect remained cleared. Sorted

Don't know if this trick will work with thralls 'misplaced' in other cells, but I can't see why it shouldn't.
Hopefully this will be useful to somebody out there...
Cheers.