Pause does not record your villager's last location; the game, when opened, simply calculates things like the amount of work done since they were last saved. Even when paused properly, they won't load up in the same places.

Did you shut down properly, or close it via windows commands? (The red 'x' in windowed mode, or right clicking the taskbar to close) If it doesn't shut down properly, and didn't auto-save progress before you closed it, it may not have been recorded.