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In The Dragon Reborn Perrin and others visit the town of Remen where they find Gaul the Aiel locked in a cage. Later Perrin frees him and, after a fight with the Whitecloaks, Gaul says they should run. Why? Shouldn't Gaul have considered himself gai'shain to the Hunters of the Horn who captured him and served them for a year?

I'm not sure of the exact place in the text because I have the audio book. A search tells me the incident occurred somewhere in The Dragon Reborn Ch33 through 35.

Note: I believe that Faile was gai'shain for a while so the custom doesn't just apply to Aiel.

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    IIRC (the reason should be that) the Hunters of the Horn didn't follow ji'e'toh so Gaul needn't fulfill any toh. Faile didn't follow ji'e'toh either, just that the Shaido ignored custom and made their wetlander prisoners "gai'shain". – Mat Cauthon Feb 12 at 13:53
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    No, it states very clearly in one of the books that Wetlanders, who have no honor, cannot take gai'shain as that is a matter of honor. ISTR that Rand asks and Aviendha angrily corrects him, which suggests to me it's in The Shadow Rising. – gowenfawr Feb 12 at 13:56
  • @MatCauthon That should be an answer, not a comment. – Paul Feb 12 at 16:24
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As stated in the comments, the Aiel do not become gai'shain to those who are not followers of ji'e'toh. Gaul would therefore not consider himself honor bound to stay held by the Hunters.

The scenes in which Faile became captive and treated as gai'shain was a result of specifically the Shaido (and Sevanna in particular) choosing to break with tradition and take wetlanders as slaves (while still calling them gai'shain). It's noteworthy that there were a number of other breaks with tradition there as well, and a general breakdown in discipline and societal norms. When the Aiel with Perrin found out that they were being treated as gai'shain, they reacted with affrontery and stated on more than one occasion that this was not a thing that was done. I don't have the text with me either, but if you recall the Maidens that were with Faile (Chiad and Bain) agreed to help her escape (because she should not be held as gai'shain) but refused to put off the white themselves, even to fight the Last Battle, because they saw themselves as legitimately held.

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Gaul would not consider himself gai'shain because wetlanders do not know of, or practice, ji'e'toh. This is stated outright during the explanation of ji'e'toh in The Shadow Rising:

Moiraine set her water aside for the small silver cup of wine. "I have heard men speak of fighting the Aiel, but I have never heard of this before. Certainly not of an Aiel surrendering because he was touched."

"It is not surrender," Amys said pointedly. "It is ji'e'toh."

"No one would ask to be made gai'shain to a wetlander," Melaine said. "Outlanders do not know of ji'e'toh."

The thrust of the entire conversation is that while ji'e'toh literally translates to Honor and Obligation, it is a holistic practice which Wetlanders do not partake in:

The Aiel women exchanged looks. They were uncomfortable. Why? Egwene wondered. Oh. To the Aiel, not to know ji'e'toh must be like not knowing manners, or not being honorable. "There are honorable men and women among us," Egwene said. "Most of us. We know right from wrong."

"Of course you do," Bair muttered in a tone that said that was not the same thing at all.

Quotes are from chapter 23, Beyond the Stone.

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As mentioned, Gaul does not consider himself gai'shain since those who captured him does not follow ji'e'toh. And therefore have no honor, from his point of view - "Wetlanders" don't follow ji'e'toh so they can't take gai'shain nor can they become gai'shain. If he had considered himself gai'shain, they wouldn't need the cage.

That Faile and other "wetlanders" were taken gai'shain was a major break of Aiel custom by the Shaido clan. Other Aiel considered Shaido to have left ji'e'toh.

Also note that Gaul is a Stone Dog, Shae'en M'taal. They swear to never retreat in battle. If he would consider the battle with the Whitecloaks to be 'on', honour might demand that he doesn't flee but fight to the bitter end. In which case it might be wise to leave before getting drawn into a battle with bad odds.

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