My observations about this.
No matter what Yenna will arrive in your camp. In game terms she is a placeholder for a storyline in Act 3 should all 4 mentioned companions not be in your camp. There is a distinct hierarchy in which companion will be abducted (Halsin/Minthara seem to share the same placement) that can be used to manipulate who will be ultimately chosen. As mentioned, there is one known way ensure Yenna and Grub both live. I will not commit to say there are not others. It is simpler to save Yenna if she is abducted, however Grubs death in ensured.
My opinion is they should not have used a child and a pet for this given her fate under the vast majority of outcomes.