Sassan gave you a warning before you entered the summoning chamber (which leads to taking over the battle tower), though doesn't explicitly state what will happen in Broken Valley and the exterior of Sentinel Island.
There is no way you could have saved the NPCs who didn't make it out of Broken Valley or off the island. There is also no way to tell who didn't escape, apart from those you will meet or learn the fate of later in the game; none go to the fjords and stay, but there is no reason some NPCs could not have escaped and simply gone elsewhere (Farglow, or Rivertown Gorge, etc).
As far as shelter goes in Broken Valley, there are several places above the level of the poison gas, like Lovis' tower and the mine tower. Outside on Sentinel Island there is one teleporter above the poison gas, as well as part of the path leading up to the battle tower and many of the trees.
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