Can I only buy them in the shops and stuff, or do they drop from the campaign or gauntlet sometimes as well?

Adding onto what Wolfster has typed; You can also get companions during the weekly events, so this week is cooking. Under Shops > Cooking Camp you can purchase some companions with the cooking vouchers, every week these events rotate so there's loads of companions you can get with vouchers from the weekly events.

@viv

• This companion can be earned by completing the Scenario, Fishing: Icefisher Stork in Icerun, The Black Hills.
• Unlocks at level 35 Fishing
• Completing the scenario requires x50 Azure Catfish, x50 Striped Catfish, x50 Amber Guppy, x50 Crystal Guppy, x50 Green Oscar, x50 Tiger Oscar, x50 Doitsu Koi, and x50 Hi Utsuri Koi

Freed Kapros:

• Will unlock if a wolf in your party wears a Flourescent Amulet, appears in Murkwood, Southmarsh as a rare encounter
• You will have to battle the Kapros, and will lose your amulet after.

Rockbreaker Ox:

• Also in Murkwood, Southmarsh after mining level 35
• Requires 60 Copper Bars, 30 Iron Bars, 15 Silver Bars and 5 Mithril Bars

Hoping all this info is correct, it's been a while since I have done these encounters myself now!