Basically I am on 3.3.5 content , and whenever the bot is farming on Sholazar and gets a full inventory he returns to Dalaran to send a mailto an alt so he can keep on farming. But after that the bot is trying to go back to sholazar basin and keeps running to a wall in Dalaran towards the Sholazar direction. After that the bot closes since i have the "Close game after 20 blockages" mode on. Any thoughts on how to get the character to go back to Sholazar ?

Set vendors/mail in another(closer) town, not in dalaran.

where is exactly that option? thank you for answering!

Open your profile through profile creator, select "Npc" tab, there you can add and remove profile's vendors/mails etc.