Where do lost membrane proteins go after exocytosis?
In the process of exocytosis materials which are about to be released are transported in small vesicles to the plasma membrane. The plasma membrane fuses with these vesicles and this sets the substances free on the outside of the cell. See the figure (from here):

The other possibility for transport vesicles is that they arrive at their target cell and either fuse with the membrane and release the transported substance into the cell or that they are taken up in another vesicle which is then targeted towards the endosome/lysosome. See the figure (from here):



It doesn't matter which way is chosen, the membrane of the vesicle is recycled either by integration into another membrane of by going through the lysosome.