In a Vacation pause, you lose your unit, forfeit all duels, withdraw all protests and poll candidacies, and lose your bonds.
In a Cold Storage pause, you lose your estate/region/duchy, guild memberships (and thus, if a priest, your class), army sponsorships, and unique items.
(And, of course, in either case, if you pause while in prison, you forfeit your gold to the Judge and are still eligible to be banned, deported, or executed.)
...I think that's everything.