This definitely happens when you use the group stealth option and then have one character leave stealth (in my case it was the main character). Only Shadowheart follows my main, and only my main follows Shadowheart. Not sure why that is though. Wyll will have Shadowheart and Main following, but not Lae'zal. Lae'zal will have Shadowheart and Main follow, but not Wyll. Very odd.
I was stealthing, broke stealth on main to attack some goblins in the cave - then had Wyll join in but kept Shadowheart and Lae'zal out of combat. After combat the above happened. It's persistent and a reload of the game doesn't fix it.