This isn't a comprehensive list of possibilities since a larger sample size would be needed to figure out all the ways the tether works, but if Mal takes off on his own, he will find that after a week or so away from Skyhold the shard in his hand begins to hurt. The pain gradually increases the longer he is away and the further afield he goes, from a dull occasional ache to a constant stabbing pain like his arm is burning from the inside out. Stepping back through the gates of Skyhold will immediately cause the pain to ease, and as he remains the pain will taper back off more quickly than it arrived.

Traveling with a group of other Rifters, if he does so, would cause the pain to develop more slowly, but eventually the result would be the same. Closing rifts would also provide temporary relief.