Something weird happened when playing The Road Through Xin-Shalast. One of my characters has managed to pick up Ghlorofaex, and its now part of his deck. I would attach an image but can't seem to do so. Anyone else had this happen? 

There has been Many instances where banes has been added to the deck. Just dump it to the location that requires banishing a card like Town Center or similar.

If you can't banish it during a scenario, when you are in the post-game deck management screen, it should be visible in a character's deck if you click the "View All" button.

 

From there, just drag it down to the lower-half of the screen and the game will trash the card for you.