Never running in a circle, but every now and then (maybe 3 times in levelling from 1 to 69) the four followers will go running off in whatever direction they're currently facing. No macro commands stop them, no matter what I do, and the only fix is to click into each window and manually stop them (by which time the last guy has invariably aggro'd something...lol)

But like I say, only 3 times in basically 70 levels, so maybe once a fortnight or so.