Are you sure about investigators who are lost in time and space B?
Look at the top of page 22 in the revised rules under Final Battle
Arkham Horror revised rules wrote:
When the Ancient One awakens, any investigators that
are lost in time and space are immediately devoured
and eliminated from the game. The surviving investigators
must face the Ancient One in the final battle!
As far as Yogsothoth is concerned, that part about being devoured is while he slumbers. Getting sent to Time and Space at any point during the game when going up against Yog is a death sentence.