In Story Mode, after Sajan died with Permadeath mode on, every time I create a new Sajan (either immediately afterward or at a later time), he shows up as dead and cannot be removed from the party or deleted without killing him again. Is this intentional? If it's a bug, is there a workaround?

An other player reported that you can find the thread mate.

Anyway try to dismiss the party (you don't lose the characters don't worry), and rejoin your favorite crew.