a defender starts fouling (e.g. holding) an opponent outside the penalty area and the foul continues into the penalty area?
The referee plays advantage for the offence outside the area and awards a penalty kick.
a defender starts fouling (e.g. holding) an opponent inside the penalty area and the foul continues outside the penalty area?
The referee awards a penalty kick (no advantage is played).
an advantage is played and the player who should have been shown a red card (including a second yellow card) then gets involved in the game?
The referee stops play, sends off the player in question and awards an indirect free kick to the opponents.