I had parked my follower at an inn with a bunch of valuable items that I didn’t want to carry. I guess I have been out a bit too long as this message appears:
Your follower tires of waiting and leaves.
There have been other situations where my follower has mysteriously disappeared as well.
How can I find my follower when they get up and leave or disappear into thin air?
When a follower mysteriously disappears, there are one of three things that have happened:
They’re dead. Sorry. If you want your stuff, you’ll want to find where they died. If she was with you up to just recently, backtracking shouldn’t be too difficult.
They bugged out. This one’s pretty easy to resolve: enter a new area or fast travel somewhere. They’ll be right behind you.
They went home. This is what the message refers to. Return to where you picked them up originally: in the case of Lydia, that means Breezehome (if you’ve purchased it) or Dragonsreach in Whiterun.