SureAI

The thief that runs away from Reman's house in Nerothim keeps dissapearing. He runs up on the wall, and into a guardtower. Inside there's a sleeping guard and another door. When I run through the other door he has vanished. The drumbeat keeps going for a while, and then the fail message pops up and I'm send to the load-screen.

That is very weird. He shouldnt run into any guardtower, from what i remember he runs into the backyard at the marketplace, and then into the sewers.
Can you upload a savegame? Maybe it helps to identify the problem.

Are you sure that he enters the guardtower?

Normally, he should go this way:
'He will flee through the door to the Backyard and on into the Sewers ([Southern Out Flow])'
And keep track of him by checking his position ( it is marked wth a green marker on your map).

Ooops.

I missed him turning and running up the stairs. I had a hard time following him, and it took me a while to realize I could save at the places where he was standing still. So, thanks for your replies... my bad.

To stop him getting too far ahead. Just open up the console, click on him, and type KILL. He will then collapse allowing you to catch up.
As he is a Quest essential character he won't die, he will regain consciousness within 10 seconds or so.