Excellent point. Given Kellhus' general badassery, it seems unlikely that he couldn't have gotten rid of Fanayal. By instead relying on his more conventional forces to chase Fanayal, he effectively turned him into a legendary guerilla fighter.
There is an alternative explaination that I'm not sure I'm on board with, but it does fit with the overall theme of WLW and that is that the Solitary God is actually protecting Fanayal. This ties in to Meppa really being a gift from the Solitary God as well.
Right, that fits into what what I call the "It's the Gods, stupid" theory of TAA: all the forces working against Kellhus (Psatma, Fanayal, Kelmomas, Achamian, etc) are being influenced by one of the Gods.
I'm equally dubious of the notion.