There's no way whatsoever those villains could simply retreat while carrying a hostage as well. They are in the middle of an enemy city, surrounded by knights in every direction. Plus Illias and Wolfie were right there. Unless they can turn invisible like the king's bodyguard. Maybe they can. Villains seem to be more powerful and possess better equipment than the good guys in this series. It must be due to infighting and slimes that eat demon lords that villains don't rule that world.
Lacra Salf was supposed to be a barrier master, but her barrier was easily broken by Illias. This villains' barrier was astronomically larger (meaning it either consumes vastly more power or is much weaker), yet dozens of knights supposedly couldn't break it. It means the chain guy is the god of barriers. Good luck defeating him.