Roy originally planned an adaptation of Conan of the Isles, the "last" Conan story, to be told over three issues of Conan the Barbarian Annual. However, his departure from Marvel meant that the story wouldn't be fully told in comic form until it was published as Marvel Graphic Novel #42.
A similar situation happened with the Comic Book Adaptation of Hour of the Dragon, the only full Conan novel by Robert E. Howard. It was originally going to be posted in all 5 issues of Giant-Size Conan, but the slipping sales on that title meant the novel's adaptation was completed in Savage Sword. Giant-Size Conan #5 was a reprint of the Conan/Elric crossover, with a new cover by Jack Kirby.
Speaking of MGN, Roy had plans for a new story about Belit to be published in the title in 1993. The title only had one issue that year (a The Punisher/Black Widow crossover), and was cancelled that year. The story was eventually published in parts in Conan the Savage, a Spiritual Successor to Savage Sword of Conan.