In Firefly,
when Inara is planning to leave Serenity, and she first tells Mal,
she says:
INARA (cont'd)
There's something that I... that I should have done a long while ago. And I'm sorry -- for both of us -- that it took me this long.
INARA
I'm leaving.
Then the episode ends. It doesn't say where she is going to leave to, and (as far as I can remember) it doesn't say it in the episodes after that episode (Heart of Gold) either. Then, in "Serenity", Inara is at some school, where she prays (which doesn't seem like her, but it is also all we see her do there). So, is she at a companion school? It doesn't seem like it is, with the religious things. Also, Inara had already completed training for being a companion.
"On Sihnon, we started training at twelve, years of discipline and preparation before the physical act of pleasure was even mentioned. Control was the first lesson, and the last."- Inara Serra explaining how much studying is involved with being a Companion.
So again: Where was Inara during "Serenity"?