Yes and not
I mean, one thing is an effect that depends on a suply to work (like maintenance spells). Other thing is an effect that has a duration. Talking about bonus, is more difficult, as they might work as a spell or in a different way.
For example, the enraged bonus of wolf. Once enraged, it is ok to be enraged even after wolf is dead, as it says it will affect until the end of the combat. It is specified how it is working, and it makes sense.
For the dodge skill, idk. If it is considered as a passive skill that depends on the hero, then yes. If it a passive skill that triggers on the start and takes all combat long, then not.
