If the targeted creature leaves the battlefield or stops being a creature before the damage would be dealt, then the damage is not redirected. For example, if you choose a 1/1 creature, then this card would take 3 damage, all 3 is directed to the 1/1 creature, which then dies. If this card would take an additional 3 damage later in the turn, the 1/1 creature is no longer on the battlefield so the damage is not redirected.