Red Rudy was a member of the Black Company, whose enlistment coincided with that of longtime friend, Big Bucket, in the northern city of Opal, along with Sparkle and Candles. He journeyed with the tiny group across the Sea of Torments aboard the gigantic imperial flagship known as The Dark Wings, making the trek south, and survived the horrible Siege of Dejagore.
In She Is The Darkness, Rudy was part of the Company group which set up a camp near the shadowgate. Rudy notified Murgen the Annalist that the veteran Wobble and the newcomer Leadbeater had both been killed the night before by shadows, so that their names could be recorded in the Annals per the Company's centuries-long tradition.
Rudy was part of the group of about 50 people (including Croaker, Lady, Murgen, Big Bucket, et. al.) who crossed the shadowgate and entered the Plain of Glittering Stone. He is mentioned by name in the Annals for the last time shortly before Soulcatcher sprung her trap on this group in the Fortress With No Name, and he became one of the Captured at the end of She Is The Darkness. There was a group of 13 individuals who died on the Plain at the same time the Captured were imprisoned in the Cave of the Ancients, but later details strongly suggest Rudy was not among this group. He is not specified by name again in the Annals.
Rudy was almost certainly among those saved by Sleepy at least 15 years later, in the 4-year gap between Water Sleeps and Soldiers Live. Though Rudy was not rescued during the first wave of awakenings, he would have been liberated in one of Sleepy's later expeditions. Toward the end of Soldiers Live, Croaker mentions that only he (Croaker) and Lady remained alive of the Captured. If this is accurate, it meant that Rudy died – potentially of natural causes like Otto and Hagop, but also possibly during large battles such as the Battle at the Shadowlander cemetery or the Siege of Taglios.