Should end up somewhere in the signal handler, typically at the first instruction. Watch for kernel bugs, can instead let the process exit.
There are now a couple of tests that handle signal delivery while stepping and the TaskState machinery has been expanded to handle it (see LinuxPtraceTaskState.Running.handleTrapEvent()). Kernel bugs have been found, sigh (see bug #3997). A test could be added to make sure that we land on the first instruction of the signal handler.