Yes, but actually no.
You see, this never occurs, not as it’s seen (as in the ACTUAL Teleportation Zone). The main Z Anime’s use of IT (not the films) are fairly faithful to the Manga (which notably does not have a Teleportation Zone).
The Teleportation Zone only “exists” and was made up in the Z
movies, and no one reacts to it.
SSJ Vegeta can only react to the consequences of Goku and M.Cooler’s fight as they enter and exit reality—(such as when they make contact with the floor)—And in the first Broly film, where Goku only is seen to use IT to travel the universe to follow Broly’s Ki (but he only found destruction, which shouldn’t be possible based on how IT works—It takes you directly to Ki Signatures when traveling long distances, and when a Ki Signature moves it takes you to that. Goku also appears in lifeless rubble where Ki doesn’t exist, which again, should not be possible.)
That’s not to say it doesn’t apply to the Anime—They’re apart of the same continuity and the like, (obviously it’s the opposite, and the films do apply), but it does mean that the movies are actively embellishing the mechanics of the move and they don’t coincide with the Anime’s use outside of the fact they are
forced to. (Similar to how the Garlic Saga and film MUST be canon to GT despite it being physically impossible for the first film to exist in the timeline—Same with Cooler’s Revenge. They don’t actually coincide based on any actual standard of observation, but they are FORCED to coincide due to continuity.)