Aha! I have my pet ...
I'd persuaded the goblin in the courtyard to let the cub go, and hadn't gone back to the courtyard to kill the goblins there after killing the leaders, though I had poisoned their beer before going in.
The owlbear cub eventually caught up to me in Grymforge after about 6 long rests as fylimar suggested.
"You may call it 'nonsense' if you like, but I've heard nonsense, compared with which that would be as sensible as a dictionary!"
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