I have Installed and recommend  Companion Tracker

This highlights MOST companions with a quest marker. Very useful, especially if the companion has become invisible!

Companions that this mod does not highlight can be enabled to do so by adding the companion to the "HasBeenCompanionFaction"

In the console the command to do this is (companions)"BaseId.AddToFaction A1B85 0" or 1 (Friend / Ally)  0 works OK I have found.

for example :-  A80166CB.AddToFaction A1B85 0
would add my Shannon to the HasBeenCompanionFaction.

If impatient or son't want to know where companion was, can always bring them to you by using the moveto function in the console.
this uses the Id of the companion, so for Shannon it would be :- A80185EA.moveto player
For some reason (in my game anyway) they seem to appear behind you.

Hope this helps :)