Unless the Mentor is not to believe, as he said they will attempt to flee if Recall is interrupted for them.
No, I tested the Sentinel and the Gnarling separately, as one doesn't have a lair, and the other does. I dropped them alone near enemy and immediately recalled them. The Sentinel after fizzling went to train, and seemed to ignore the attacking enemy Sapper, but shortly turned back and continued to fight. The same happened to the Gnarling. So in short, nobody would flee, but rather they attempted to perform some other job, but it didn't become their top priority, completely ruining the purpose of the spell.
Even if it was so, recalled unit should attempt to flee to the Dungeon Core if it has no lair.
Did the units you tried to recall have a lair? In my tests I found that units would continue to run if they had a lair but if they didn't then they would run a short while and then turn and fight.
Agreed, passing through to code team.