Generally speaking, it's very strongly recommended that you remain in Canada until the H&C application is finalized (unless of course you are removed by CBSA from Canada while the H&C application is being processed). Generally speaking, being outside of Canada can weaken your H&C application and demonstrate that you don't have a strong H&C need to be in Canada. Best to remain in Canada if you can.
If you are removed from Canada, you won't be able to return until the H&C application is approved.