Losing a satellite connection, other than in a tunnel, happens very seldom. I myself have not experienced it, but if it did happen, the map app would still show where the signal was lost and report it again if/when the bike comes out of the tunnel. Tunnels are usually clearly marked, and usually, no bike traffic is allowed in most countries.....But I assume it won't stop the bike if it loses satellite lock, or phone signal, else you can't cycle through a tunnel, or use your bike in the vaste areas of Scotland or Wales where even 3g mobile is fictional.
Surprisingly, Scotland is not as bad as many imagine with regard to cell phone usage as even in 2004, I was having business calls, while on holiday driving through the highlands. I never experienced loss of signal, but I was using a proper car phone installation, with external aerial.....
I would like to see what some have experienced with regard to cell phone's reception, without a full antenna install.
But unless in a tunnel, or other areas (city centers with a lot of high rise, New York for example) where SAT reception is sometimes bad, the GPS unit will still store all messages, ready to send them when it comes within range of a cell tower. No data will be lost. Just delayed.
In most places within the UK and Europe, such problems will never happen, unless the Mobile phone part is of such poor quality, but I am sure that this will not be the case with this company......
best wishes
Andy