Feed the pets first.
Then make SURE to say "All Follow Me" at least twice.
Walk around some to be sure they are ALL following you.
I've transferred before in a Fel house (making sure all pets were in a secure spot away from walls/doors)
so that if after I'm able to log back on in abt 45mins IF the pets are still in the house, I could kill and
loot them placing anything into chests. If they don't transfer with you they will still have a couple
hours before they go wild. As long as they're in a spot where they can't run out of the house or
other players cant kill them through the walls - your fine to kill/loot your stuff. In Tram this
doesn't work.
You can always friend another account to the pets just in case, however, if you have 1 account this
isn't possible.