If the connection is lost there isn't anything you can do.
Captivate writes the last slide visited to the cmi.core.lesson_location (1.2) and cmi.location (2004). The suspend_data holds a record of all visited slides (and a lot of other information).
If the user loses internet connection you cannot force a booking call from Captivate as the connection is lost.
Generally, SCORM 2004 LMS's write information to a temporary table until the cmi.exit is set to suspend, at which time it is written to the permanent table. Some SCORM 1.2 LMS's act this way also. If you call the function to set the exit on every slide, it should save the bookmarks up until the point when the connection is lost. If the connection is lost before the exit is set to suspend you will lose the bookmarks.
If your course is large and has a lot of tracked interactions and variables, you can easinly fill up the space alloted for suspend data in SCORM 1.2