There is a proposition about the number of elements not lying in any conjugate of a subgroup when the group is finite. It states:
If $G$ is a finite group and $H$ is a proper subgroup, then the number of elements not in any conjugate of $H$ is at least $|H|$.
(See, for example, Isaac's Finite Group Theory Page 7.
However, I wonder whether the statement still holds when $G$ is an infinite group. I suppose it's not so hard to prove the statement for the infinite case, but I failed to find a way. Though it's clear that the statement holds when $G$ has an element with infinite order, I couldn’t find a way if I already get $G$ has a finite subgroup contains $H$ and the existence of a such subgroup is something I can't work out as the bounded Burnside problem shows there exists finitely generated infinite group with every element having a bounded order.
In fact, if there's any estimation about this number of elements not in conjugate of a subgroup, it'll be helpful!
Hope for an answer, thanks in advance!