[Good question.]

Turns out, no, you do not lose the bonuses. Checkpoint bonuses are awarded right when they are accomplished -  you see the bonus awarded message (and results) even though the scoreboard info tab (either 'your order' or 'total points') hasn't caught up yet. (But Allies tab will have.)

When they happen, they happen. This is why, for example, when you're building / studying and think you've used up all of some boost amount, e.g. 15h, suddenly more are present. (Same principle as boosts must be in effect before starting a march or attacking, etc.)

They do not get any subsequent awards, nor post-event winnings. e.g. Tower of Triumph.

The same is true for the Order's point levels. Points earned for the order are points earned for the order. When someone leaves, they do not take those points with them. [I watched the order point totals at one point to confirm this - having had the same question!]

(KvK/r awards are by kingdom, not by order. Checkpoints are an order / tier thing.)