Change auditor events are logged against the SQL db and those are saved.
In the event that the agent on the DC is unable to send the events to the coordinator to be saved on the SQL db it will keep a buffer on the DC of up to 3GB worth of events waiting for the Coordinator to be online.
This events will be forwarded to the coordinator as soon as the coordinator connection is restored.
If the agent was offline it self then the events that occur during that period are lost.