As soon as I made Derkeethus a blade, he ran away and never came back. I have tried the player.placeatme cheat code for Derkeethus after I made him a blade but as soon as he spawns (in his blades armour) he leaves again and is never seen in Sky Haven temple again. Why does this happen? How can I fix it?
UESP's article on Derkeethus notes:
If married or recruited for the Blades, he will attempt to return to Darkwater Crossing every day, thus making himself very hard to get hold of, since all purchasable homes and Sky Haven Temple are quite a long distance away from Darkwater Crossing.
I would guess that this is probably due to a bug in his AI data, and indeed the notes for the 1.05 Beta version of the Unofficial Skyrim Patch indicate that this as an AI problem that it fixes:
#1344: Derkeethus will no longer be permanently stuck returning to Darkwater Crossing after his rescue. The AI pack did not have its owner quest set. He can now be used as a follower or be recruited by the Blades. Note though that he will still attempt to return to Darkwater Crossing one last time before the update can take hold.
... so installing the latest version of the USKP should fix this problem, if you're on PC.
If you're on a console, then I'm afraid you're out of luck. Best you can do is drop by Darkwater Crossing every once in a while to chat with Derkeethus the Blade and see what a good a job he's doing keeping the little mining outpost dragon-free.