The motivations for a group of adventurers to stick together in a Conan RPG are very similar to any other RPG. It really is based on the adventure. Vincent's idea is a great motivator but so is money - they may lose/squander/pilfer/bet/spend it all away but it will still motivate them to try and acquire more. And there is a bond already established that the PC's could reasonably trust each other, having had an adventure already. Unless the PC's know a bunch of people in the area you are currently in, knowing and trusting a person is a strong reason to stay together especially if that relationship has been profitable or could lead to additional income - like protecting a caravan or joining a mercenary outfit.
If the current situation takes place in a wilderness setting they should stay together until they reach a civilized area. Strength in numbers and trust again. At some point there may come a reason for one of the PC's to go off on his/her own. You may need to think fast but let it play out - the PC's may provide a reason to go after the lone character themselves, thus providing you with another plot hook you can shoehorn into the next adventure.
Just some thoughts. Good luck! 8)