I've seen a related question answered here about you not being able to permanently close a location as "empty" while a monster is held by the Medusa Mask, because the location isn't really empty.
My situation is different. I held a monster with the Mask, then encountered and defeated a Henchman, and successfully closed the location that way. I assume the held monster gets banished at the end of the turn?
Btw, the answer to this is also relevant to this thread, presently unanswered.