\On the other side of the coin, let's say someone has been playing for a couple hours and needed to log off. They were no where near a "safe zone" so they found a nice, quiet spot in the wilderness well off he travelled routes. When they log back on the next day, they discover that a group of hungry trolls has set up camp at that spot to feast on a group of dwarves they captured.
To answer your question what happens is when you log off after it has taken you out of the world your just non existant. your in a list of people not online thus there is no need for a "save zone". When you log back on the game then will persue you the way it does any other player. This is why i can be outside the exit of a boss dungeon with a WoW penalty of being on too long, then log off wait a few hours come back get the xp bonus then kill the boss (assuming he is still there). Hope this makes any sence to you.