Thanks for relating this story, David.
I did some digging and found that there’s no record of Telly Savalas telling this specific version of the story. The scenario you’ve described — picking up a hitchhiking soldier in military fatigues, receiving an address, visiting the parents, etc. — is a variation of “The Vanishing Hitchhiker”. This is the famous urban legend that has circulated in various forms since at least the 1930s.
This confusion probably stems from the fact that Telly Savalas did famously tell a similar, real-life ghost story on television (including on The David Frost Show in 1970 and the 1990s TV series The Extraordinary). In Savalas’s actual account, the roles were reversed — he was the one who was stranded and the ghost was the driver. In 1958 (before his acting career took off), Savalas was driving home late at night on Long Island, New York, and ran out of gas. A man in a black Cadillac wearing a white suit pulled up and offered Savalas a ride to a gas station. The driver had an unusually high-pitched voice. When Savalas realized he had no cash, the driver loaned him a dollar and wrote down his name, phone number, and address on a slip of paper so Savalas could return the money. The next day, Savalas called the number. A woman answered and told him her husband had been dead for over two years. Unbelieving, Savalas drove to the address. The woman showed him a photo of her late husband, confirming he was the driver. She added that her husband had committed suicide by shooting himself in the throat. This explained why the voice Savalas heard was so high-pitched.
Over the years, elements of Savalas’s story have been mixed up with the well-known “phantom soldier” variation of the hitchhiker urban legend.

Thanks for mentioning this, Terry. Would love to hear more about this dredge if you’re willing and able to share what you know.

Yes indeed!!!