Maybe Esmeralda retired to Aleroth and took Jake with her, then Thelyron followed to be in an area with source magic to try to resurrect himself fully. Maybe Jake brought Thelyron there, and Esmeralda followed.
Maybe Thelyron was doing some experiments in Aleroth on the side, while living in Cyseal (a contingency plan), and Jake went there originally in hopes of being resurrected, as well, but then decided he preferred being a zombie, so he wouldn't have to deal with the living.
The lore book being written now should presumably cover that.
