So, I ran into an odd situation while playing tonight. I went with the 'do exactly what the cards say' resolution, but perhaps someone will pipe in with what I may have done wrong.
Playing "The Traitor's Lodge". Shardra is at Great Hall, and encounters a henchman Wight. Location text: "When you encounter a henchman or villain, before you act, summon and encounter this adventure's servitor demon." Shardra encounters the demonling, and due to poor dice rolling, fails to defeat it. The demonling's power: "If undefeated, move to a random location." So I roll for random location, and she moves elsewhere.
However, that leaves her encounter with the Wight still ongoing. She defeats the Wight, which has the specific text "If defeated, you may immediately close the location this henchman came from." She is no longer at that location, but the card specifically does say attempt to close the location the Wight came from. Am I correct in assuming that Shardra could make the closing check on the location, even though she was no longer there? That's how I played it, at least, as that's the reading on the cards.