ALL pet if they leave your party you will need to complete the current quest in which they left you for to be able to get them back
example when Roca is taken to jail. You will need to search and find her and break her out of jail. Or after her father dies she runs back to kelan to bury him, you'll need to travel to kelan to talk to her and ask her to re-join you.

Lan AND roca leaves your part in fairy revolation when you enter the cave at holy to activate GS. They BOTH need to be in your party to activate this cut sence, If you only have one alone then you have nothing to worry about. If you spawn out of the cave like to SB or save point for example, without walking outside to meet them you will have to walk all the way back to holy to find and talk to them again to have them rejoin your party. (they are to busy swimming and playing in the water to notice you lol)

Niss... never leaves your party... cept maybe when doing the Dark Niss quest. If you leave or spawn druing the quest you will have to go finish it to get her back. There is no other areas i can think of that she leaves you... OH wait when you go to Welling Hotel. she leaves your party to sleep. she won;t rejoin you untill you talk to the village leader and save her from being sacrificed. (quest is automatically activated once you leave the village leaders house)

Qlaya... also can't think of any place that she leaves your party...
maya.. inca.. moon.. i guess if you count her actural death quest as the hanging garden where it says "qlaya will leave your party" no.. she's still with you even after it says that. only untill you finish the fight will she leave. if you spawn druing the fight she spawns with you. so she's safe.

THE ONLY PET that constantly leaves your party to wonder off is eva but she always comes back (again if you complete the current quest)