If the target creature leaves the battlefield or stops being a creature before damage would be dealt, that damage is not redirected. For example, if you choose a 1/1 creature, then Karona's Zealot would be dealt 3 damage, all 3 is dealt instead to the 1/1 creature, which then dies. If Karona's Zealot would be dealt 3 damage again later in the turn, the 1/1 creature is no longer on the battlefield, so the damage is not redirected.