In my case, I brought her to the camp. No one got taken, but she disappeared. The cat is still there. I got the scene where I was told that one of the camp followers is Orin, but that never happened (but the game reacts as if it happened). So yeah seems buggy.
Keep playing, when you confront Orin you should see Yenna as Orin's prisoner. This is the best way things can play out imo because you don't temporarily lose a party member and you can save Yenna from Orin too.
