There are many ways to handle this sort of thing in-game, but rather than trying to go down that route I would suggest just talking to the player first. Let the player in question know that Dungeons and Dragons is a team game, and while they're free to play a character who's a bit of a loner, at the bare minimum they need to be willing to go on the adventure in the first place. If that won't work for the current character, then they need to roll up a new one who is more of a team player, simple as that.
All that said, this may be an issue where the player in question is not particularly interested in the plot hook or other characters, and is having their character split up as a result of that. In that case, a conversation with them can also be useful to gauge what sort of game they're looking to play, and it might be better in the long run if you can devise some other type of plot that will appeal to the entire group.
Issues like these are one of the reasons that many people suggest a "Session Zero", where all the players sit down with the GM and have a discussion about what sort of game everybody is expecting, including the basic concept, tone, any topics that might be uncomfortable for people, what characters would work well for the campaign concept, and other baseline expectations. Having a specific time set aside to cover those topics can be very helpful to avoid people making characters that just don't fit with the rest of the party, aren't interested in the type of adventure, or just aren't going to be nearly as useful.