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Originally Posted by lch

If you're banished to Cocytos or Inferno or happen to end up there in some other way, or if you're getting lost in the Void, your unit becomes "lost in time and space". AFAIK you are being randomly attacked by enemies, and you have a chance to break free every turn, though I'm not sure right now what the roll looks like. If you manage to stay alive and break free, you re-appear in a random province, which counts like normal movement. (in enemy territory, you attack, you can drown in the sea etc.) The game does have special provinces and battle conditions for these three provinces, but somehow you can never see the fights appearing in them, which probably was a decision later on.

I've always just had my units pop out of the void or hell, and never seen any battles there. I think all my units eventually came back, they never just died there.