Sylvanas and Nathanos are strategists and tacticians. It would not really be that surprising if they had contingency plans. "If we have to bail, here's what to do." and "Nathanos, position yourself at an advantageous location once you and the champion finish preparations." are both pretty obvious moves.
Sylvanas doesn't ever spend much time talking about her failures because, well, she always seems to have a backup plan at the ready. I think that was most obvious at Lordaeron where she literally lures them into the throne room to kill them.