I've come across a couple situations where we have had monster tokens in Other World locations, and weren't quite sure what to do about them. One game it actually happened twice which was nuts. The first and easiest situation it came up in was when Silas Marsh failed his personal story when he entered R'lyeh. Silas was devoured and a Deep One monster was placed in his current location in the first spot of R'lyeh. The next time it happened was with The Siren Call mythos card forcing the first player (who as in an Other World) to draw two Innsmouth Look cards, and ended up getting the Innsmouth Look, again putting a Deep One monster token in his location. The next time it happened was with The Innsmouth Plague mythos card, again making the first player who was in Another World draw an unlucky Innsmouth Look card.
So I'm very unsure what to do with these monster tokens in Other Worlds. We ended up just playing it out like they were a monster in any other location and fighting them when the game tried to move the character during the movement phase. Has anyone else encountered this?