The propeller is really just a collection of wings providing forward lift, so when it comes loose, it actually flies forward, and then to one side.  Propellers tend to go left due to several aerodynamic forces, which makes it interesting when you lose your right prop. 

The large spinning propeller actually cuts through the fuselage and keeps flying right out the other side!  The debris can be seen on the left side of the aircraft.  This really says something about the structural integrity of the C130, but not much for the maintenance standards of the UAE Air Force.