So this all should already be working as intended. Players who fought anywhere would be locked to that Town, Alliance and World. If that means they were from Garama but fought on Kalros as a mercenary, then they are locked to Kalros and are unable to fight back home.
Unlocked players would be free to do whatever as they already can. If you lock as a mercenary and your alliance disbands, or kicks your town out, that is unfortunately too bad. It would not be fair for players to be able to bail out halfway through a month under any circumstance and turn around and suddenly fight on another continent. Those kinds of mid-month betrayals are why Conquest Locks exist as they do.