Every time I use a wayshrine or go through a door with my companion out I get a loud "thud" or "clunk" noise and a message in the upper right that says "this collectable is not ready yet."
If I put away my companion and use a wayshrine or door the noise and the message go away, so it is 100% being cause by having a companion out.
Is there some bug with companions loading in that is causing them to try and load in before the character, thus causing the "not ready" message?