...you make him wait outside the wheel clan entrance? When I got him, I noticed his stats were AMAZINGLY OMG PWNAGE (ST 24!), but when the gaurd just inside the wheel clan harassed me, Thorvald up and left. Next time I get him, I'm thinking I want to keep him because JESUS. His ST and DX are amazing. With an Iron Clan armor he'd rock tha hizouse.
You got it right first try. His trigger to leave is the speech from the gaurds. So, take his glasses, have him wait, talk to the guards, come back & get him, & he is yours forever.
Yeah it's rather odd, but if they don't see you with him the first time they don't question it. I was watching someone play once where they were so paranoid of losing him they actually made him wait over a 10 day span going back to pick him up inbetween cycling the shops inventories for ore.