If the deposit fails after the permission has been recorded, an allowance of exactly that amount stays on your wallet until something spends it. Only a transaction you start yourself can spend it — the vault contract pulls from whoever sent the transaction, and nobody can send one for you.
1Allow the vault to take your USDGtransaction 1
2Deposit and receive vault sharestransaction 2
i
Connect your wallet to deposit. Nothing moves until you sign.
Both are transactions you sign in your own wallet, each with its own gas fee. The shares land in your wallet, not ours.
Vault liquidity right now USDG. Deposits are not affected by it — withdrawals are.