As title said, when a territory war starts you get teleported to city like on sieges if you are on siege zone?
At last Dion Siege, I was on Siege zone before siege started and I didnt got teleported anywhere.
At Innadril Siege I left my char on siege zone and loggouted, logged after siege started and my char got teleported to village.
So... you can leave your char in siege zone and wait till it starts (same for forts).