The Master wasn't sucked in with Gallifrey back into the Time Lock, but instead he was left behind with the silence in his head, and a back-to-normal body.
So saying, he now travels (mostly unwillingly) with the Doctor. Because in a universe where the Doctor is the only one with a proper time and space machine, he's kind of stuck otherwise. The Doctor has enforced several times that the Master will only ever be co-pilot, and will never actually fly his TARDIS solo, but the Master's never been one to go with what the Doctor says. And just because he no longer has drums in his head making him (completely) insane, he's not about to start.
Canon point differs for the game he's in. For SWS, he's generally current with the series as each episode comes out, and/or as the mun figures out how to put him into any given episode. For Fractured, he's post- Big Bang, pre-Christmas Carol, and moving on from there.