I just found mine on Floor 4, Layer 2 of the Upper Reaches (I know the wing doesn't matter).
guys this companion doesnt have a Quest mark above his head right away, u need to unlock it from his chains b4 it gives you the quest marker. So what i did while speedrunning thorgast was a macro for ex if your companion is Yira'lya you use a macro /target Yira'lya , if it is on your floor you'll insta see it (worked for me) and then you just /focus him so it shows on minimap! gl guys :)
While i did not finish the run due to the boss being a pain, i believe he showed up for me when i was doing "The Search for Baine" instance of Torghast on my first run so i'm guessing they show up on Layer 1 as well
I can verify I just got him on layer 2, floor 2 very simple quest to acquire him