Short answer: you write your consumer's state into the same DB as you're writing the side-effects to, in the same transaction.
Long answer: say your consumer is a service with a SQL DB -- if you want to process Event(offset=123), you need to 1. start a transaction, 2. write a record in your DB logging that you've consumed offset=123, 3. write your data for the side-effect, 4. commit your transaction. (Reverse 2 and 3 if you prefer; it shouldn't make a difference). If your side-effect write fails (say your DB goes down) then your transaction will be broken, your side-effect won't be readable outside the transaction, and the update to the consumer offset pointer also won't get persisted. Next loop around on your consumer's event loop, you'll start at the same offset and retry the same transaction.
