Albert Barnes Commentary Acts 16:40

"And they went out of the prison, and entered into [the house] of Lydia: and when they had seen the brethren, they comforted them, and departed." — Acts 16:40 (ASV)

They comforted them. They exhorted them and encouraged them to persevere, despite the opposition and persecution they might face.

And departed. That is, Paul and Silas departed. It seems probable that Luke and Timothy remained in Philippi, or at least did not accompany Paul and Silas.

For Luke, who, in Acts 16:10, uses the first person and speaks of himself as with Paul and Silas, now speaks of them in the third person. This implies that he was not with them until Paul had arrived at Troas, where Luke joined him from Philippi (Acts 20:5–6).

Also, in Acts 17:14, Timothy is mentioned as being at Berea in company with Silas, from which it appears that he did not accompany Paul and Silas to Thessalonica. Compare Acts 17:1 and 4. Paul and Silas, when they departed from Philippi, went to Thessalonica (Acts 17:1).