Once Dauntless Escortâ€™s ability resolves, the set of creatures it affects is locked in. It wonâ€™t affect creatures that enter the battlefield after the ability has finished resolving.
Lethal damage and effects that say â€œdestroyâ€ wonâ€™t cause a creature with indestructible to be put into the graveyard. However, a creature with indestructible can be put into the graveyard for a number of reasons. The most likely reasons are if itâ€™s sacrificed, if itâ€™s legendary and another legendary creature with the same name is controlled by the same player, or if its toughness is 0 or less.
If any creature leaves your control, it will retain indestructible.