Can you prevent a human victim from becoming a zombie after he/she is attacked by a Chryssalid

I have not experienced any other negative events during travel time (excluding your own actions like research completion, though that's not negative anyway). But the more fundamental thing you should know is that you cannot send interceptors to other continents. So if you don't have a spare interceptor to transfer or the money to buy another one, a satellite on another continent will "only" yield the income (and bonus on filled continents) but will not allow you to shoot down UFOs discovered there until an interceptor is locally stationed.

The short answer is yes, Ethereals do explode upon death, and deal a small amount of AoE to the surrounding area.

According to the information in this forum post, both Ethereals and Uber-Ethereals have a death explosion radius of just over 2 tiles and do 4 damage.