Wizardman wrote:but the Dogn zhuo loyalists would be after him. Since he had few troops and officers at the time, it would've resulted in his death.
In the novel, Dong Zhuo and his men are still after Cao Cao because they realize he tried to assassinate him, but he was able to get away. At first through his own guile saying he needed to try out the horse and then afterwards by the good will of Chen Gong. I highly doubt that if Dong Zhuo couldn't capture Cao Cao while alive, his followers wouldn't have any luck either. Had Cao Cao succeeded in killing Dong Zhuo there is a high chance he would have not gotten away seeing as how Lu Bu entered the room as he was bringing down the knife. If he killed Dong Zhuo he would have had to deal with Lu Bu and wouldn't have been able to get to his horse, let alone have it saddled and be able to leave.
Anyway, If Cao Cao escapes the city gates, essentially he'll do the same thing he did in the novel, except Dong Zhuo's forces will probably bicker amongst themselves for who should succeed and could destroy themselves, thus canceling the coalition formation. If he succeeds in killing Dong Zhuo, he probably won't make it out of the city alive unless he is able to scheme his way out of it, which would be quite tough.