Must a caught novice walk back to her cell even when passing out of sight?
In short terms, no. 

When the honest movement takes you out of the guard's line of sight, you may then take the last one or two steps (since you are only walking) in your preferred direction.

In longer terms: I've interpreted the rules literally. It says on page 3 


  If you are caught by the guard, you are required to walk (not run) in the direction of your cell by the most direct route, as long as you are visible to the guard. Flip your novice status card over to "caught" as a reminder.