If one or more legs is voided, the entire bet is voided and your stake is refunded.
The reason that the whole bet has to be voided (and not just the single affected leg) is because SGM odds are heavily correlated depending on the markets involved. So, the odds you would have bet on would no longer be applicable.
If your SGM is part of a larger multi (called a Same Game Multi Combo bet), then the other legs will remain standing while the SGM involving the void leg will be voided entirely.