I am very much a sub-vocalizer, and I have no idea how to pronounce a lot of fantasy words. What I find I do is I just don't sub-vocalize that word. I don't even think about it, I just don't have a way of pronouncing the word, so I "skip" it. Subsequently, I honestly couldn't tell you, were we to have a conversation about that story, what that word was. My comprehension of names I can't sub-vocalize is dismal compared to my comprehension of a) names I can and b) larger story concepts and whatnot that I can largely sub-vocalize.
When reading Crime and Punishment in school, I remember specifically saying, "I have no idea how to pronounce a whole bunch of stuff in here and I'm going to need to talk about it, so I'm going to specifically come up with a pronunciation." Without that conscious effort, I simply wouldn't have tried to vocalize the names whatsoever, despite that being my standard method of reading.
And to be clear, I can not sub-vocalize, but it's just... uncomfortable.