The general situation is that you explore and begin an encounter. Something happens before the check that forces you to move to a different location. Where is this encounter now taking place, the old location, the new location, or a combination of both. Below is a more detailed specific situation (with potential spoilers) that came up in play.
We are playing the scenario "The Nahyndrian Mine". All the locations are closed save for two: Abattoir and Harvester's Pit. Crowe is at Harvester's Pit, and Shardra is at Abattoir. Shardra explores Abattoir and encounters the villain, Hepzamirah. Crowe attempts to temporarily close Harvester's Pit by summoning and defeating the henchman Harvester. Shardra fails her Strength check and is forced to move to the Harvester's Pit. Crowe succeeds at defeating the Harvester, temporarily closing Harvester's Pit.
What happens now? Does Shardra continue the villain encounter as though she had not moved? Can Crowe attempt one of the checks to defeat the villain now (following the sequential checks rule), since Shardra is now at his location. Is the villain difficulty still increased by the Abattoir "At This Location" effect? If (however it happens) the villain is defeated, is the Abattoir closed, thus winning the scenario (I believe this should be the case, because no matter what the villains location deck should be the one it came out of)?
We settled it for our game, but I'm still interested in how this situation should play out, in case it comes up again.