In Shattered Galaxy, if you join battle from far away (far request also known as "QQ") you can't retreat first time by pressing F11. You need to go to portal manually, receive and accept retreat confirmation message (F5 can be very usable for it).
You can only retreat to a new portal when you haven't retreated through your old portal. You can change portal only once until your 1st retreat.
You can retreat to any portal which was available for your faction when you join battle.
For changing portal you can use one unit only. Just move one your unit to portal which available for you faction and which you want to use. At the same time you can fight with rest your units.
The best way to change portal faster is to use fast air units.
If you want to simply change portal (or spawning position) using fast retreat, just move your units outside your current portal, press F11 (retreat all units) and right click on the portal (sometimes have to click more times), your units will go to the portal and retreat automatically without confirmation message.
If you want to change portal, and the message doesn't appear try to move away from the portal a bit and then try to go to the portal once again.