safety of cMonster::m_Target

[LogicParrot]

Quite the opposite - you need to tell everyone to let go of the pointers when you delete the entity to replace it with a new one.

That problem is unrelated to world travel, it's a global thing - you need to have code which notifies others of your destruction anyways, regardless of anything discussed in this thread.

When keeping the same entity for the new world, the pointers can be kept.

They should never be kept. It is not thread safe to keep them.