(Posting here since there is no bug tracker anymore).
This is a known glitch from Skyrim: Changing locations while in mid-conversation with an NPC sometimes causes the NPC to follow you to that location.
Since all Skywind NPC have at least one sandbox package, they should go back inside. However, due to navmesh issues some never go back inside.
Known fix: Place the load door portal on a navmesh triangle and finalize cell.
- Balmora - Caius Cosades - Caius Cosades house - v0.9.1
- Bamora - Ranis Athrys - Mage Guild - v0.9.1
- Balmora - Tyermailin - his house - v0.9.2
OP will be updated progressively.
Please post finding on same topic here. Let's keep this thread clean with only findings and updates when resolved.