"chuckles" the npcs just speed off into the distance to the destination set (i.e. elodi goes to the ice dragon) having them full walk there would be a waste of resources. You've probably seen it in other games where the npc walk away and fades out.
Nah, I'm pretty sure that you can follow them. I was able to do it on my 2nd and further playthroughs. I got lost the first time too because I wanted to explore and didn't want to go into some weird random place that I didn't know was or wasn't dangerous yet.