The cards special regarding this question reads as follows: "Any hero knocked onto a sarcophagus space suffers 1 wound (ignoring armor) and is removed from the board. That hero reappears at the end of the overlord's next turn in an empty sarcophagus space of the overlords choosing."
I already recognize the potential of Guard orders ruining this level. But I have a different question, Does the hero still have a turn? Can they do a re~equip action (say for other items to heal etc), drink a potion, do a rest order. Or does this count as a full removal of the heroes turn?