I had killed the Hag before she ran as well. When I encountered the hag pawns, I first talked to the Mask of Regret, the halfling. She told me that she was tricked at Baldur's Gate so the hag has some accomplice there. She thanked me for killing the hag, told me to meet her at her bar at Baldur's Gate, but never left the area nor did she remove her mask. There wasn't a dialogue option to get her to remove her mask either. When talking to the others, they are upset about the hag being dead when you tell her that she is dead and they are free, or that they should remove their masks, they love their hag gift so much. Then they all turn hostile including the one that just thanked me for killing the hag and getting her mind back. I attempted to talk to them with a mask on to see if there would be more options to convince them to take the masks off and leave, but there were only the same options and the same result with the halfling and the others turning hostile. I agree that with either knocking them out and removing their masks, stealing it from them, or something, there should be a way to save them eventually at full launch.