Question about Ryze Tech Tello

It stops there in the air shortly after the connection is lost. Either you reach it again (e.g. with a WiFi extender like I use) or it turns and turns until the battery is at 5% and then starts the landing manoeuvre.
Wind should not carry it away, because the clever drone pilot does not fly such a small drone in wind and at an altitude of more than 30m, does he? ;-)
It is primarily intended as a selfie drone that has its "feel-good radius" around 10m. It is perfect for that.

From my experience, after a few seconds of disconnection in the air, it just stops and waits. The positioning system also makes it fly very precisely in the same place.

It stays put even in moderate wind and you can (almost) always reach it from directly underneath. But a wifi extender would be very useful. The very inexpensive stick from Xiamo is recommended together with a power bank. But it is also criticised for its complicated configuration. @MB4matic: Which one do you have and how complex was the set-up?

I suppose so. Or the wind carries it away evenly.
In any case, it does not reduce the altitude and disappears not only out of range but also out of sight.