Abhoth - where should I put defeated cultists
Okay, I went through all the rules in all the rulesheets I have from the expansions, and the answer is in the original Reference Guide.

In entry Set Aside, third bullet, it states:


  When a component that was set aside during setup is discarded, it is not returned to the deck or pool like other components of that type. Instead, it is set aside again. 


So, the correct answer is to put the Cultist back on the Ancient One sheet (well to play perfectly by the rules, I should track the ones that were spawned by the reckoning effect only).