According to the M&B Wiki
If the lord switches factions while the quest is active, the quest fails and you can't ask the lord to return your companion. By viewing your companion report, it will say your companion is trying to return to your party and will show up shortly.
(Warning, if the lord you lent your hero to is convicted of treason, that hero will return to you after several weeks, or even a few months in rare cases).
So I'd just suggest to keep playing and you'll see if (s)he returns.