The only one that you can actually lose during the boat trip is the Thief stronghold. Your dues to Renal are suspended during chapters 4 & 5, but it's still possible to lose it due to how the timers work, and the fact that the boat trip takes several days. It's best to leave on the boat immediately after paying off your guild contact. Also, as soon as chapter 6 starts, the timer for the dues starts back up, so you should head for the guildhall immediately or you might lose it then.
All of the other strongholds are worry-free. If there are more stronghold quests when you leave, you can do them when you get back in chapter 6. But don't leave any messengers hanging. If somebody tells you something about your stronghold requires urgent attention, do that before you leave.