In my experience, Halsin will leave your party both before and after you save Thaniel. It happened to me just today. I had saved Thaniel, and then proceeded to do the Creche quest with Lae'zel. Went to Shadow cursed land exit to Mountainpass, and got the journal notification about Halsin leaving me. Okay, downloaded a previous save (lost about 3 hours game progress, no biggie) where I hadn't woken Art Cullagh yet. Proceeded to Shadow cursed land exit to Mountain pass and same notification hits. Just for curiosity, I go to Last light Inn to see if Halsin is there. He is not, but when I start a conversation with Art, Halsin appears in the cut scene/conversation. Afterwards he disappears again and won't appear near the lake and there fore breaks the ques. Halsin is still present in the camp, but he can't be talked to.
Then I downloaded even earlier save, where I had told Halsin about Art, but not went to House of Healing yet. Tried exiting to Mountain Pass but no luck, Halsin still leaves.
My conclusions are that no matter what, Halsin leaves you if you try to leave the Shadow cursed lands in Act 2 when you chose the Underdark path.
UPDATE: I just got back to Shadow cursed lands from the Mountain Pass after finishing Lae'zel's quest and Halsin is back at the camp like nothing happened. The journal still says Halsin won't join us in the fight to come.
