I used a scroll of escape in a city defense; instead of the scroll teleporting my army back to my capital it teleported me outside the city I was defending (cornered in a spot where the only available movement spot was to attack that same city again; thus in order to rescue my champions I had to sacrifice them against that same city I tried to flee from). This city was not my capital, just some random city I conquered.
According to the decription of the scroll of escape it should take the champion and his army back to the capital upon use.