In 1944, as the Allies advanced on both the eastern and western fronts, prisoners of war started to be moved from camps likely to be overrun back towards central Germany. Most prisoners in Stalag VIIIB/344 at Lamsford left in late January 1945 in what has become known as The Long March; ill-nourished prisoners marching by foot for hundreds of miles in terrible weather.

Many were finally freed by British or American armies in the west, but in the chaotic situation others were not; those too sick to march remained in the camps longer before being loaded into trains later on, some prisoners slipped away during the march. Prior to the German surrender the Allies had agreed that western POWs liberated by the Soviets would be repatriated via the port of Odessa, so they faced a lengthy journey east, not quite as prisoners but not exactly free. From S. P. MacKenzie's The Colditz Myth: British and Commonwealth Prisoners of War in Nazi Germany:

"For the thousands of men who had passed into the hands of the Red Army before it met up with Allied forces in April 1945 and were sent home via Odessa, transit eastward often proved something of a trial. Arrangements for the movement of ex-prisoners by the Soviet authorities were, to say the least, rather rough and ready. Though no longer under lock and key, ex-Kriegies were escorted by soldiers who more often than not seemed drunk, intent on looting, or both. They were usually transported without enough food and in some discomfort aboard cattle trucks that seemed to spend as much time in sidings as they did being pulled by clapped-out steam engines."

A small number of POWs remained in Soviet captivity after the war; a RAND report, though primarily dealing with US prisoners, has a list from a memo of August 15th 1945 listing at least 15 British prisoners in NKVD camps. Sensationalist accounts put the numbers at tens of thousands, but there seems little evidence to back that up. It might well be that the mistreatment occurred on the way to Odessa, there are accounts (from e.g. Anzac PoWs and the BBC's People's War archive) that present the journey as tough but not especially unpleasant, at least compared to previous treatment, but it's not difficult to imagine some having a much worse time if they encountered particularly callous or cruel individuals.

The Prisoners of War Online Museum has a digital copy of the Prisoners of War list from the National Archives that lists your great-grandfather's service number (3309673) and POW number (15499) which might be useful if you'd like to do a bit more digging. You can request military service records; there may be more at the National Archives (a cursory search turned up his German record card); the Prisoners of War section of the WW2 Talk forum may also be helpful.