Ah, yes, the Azure Knights, the more elite version of the Crimson Knights. After them we have the Helios Knights he mentioned. But they're still nothing compared to the infamous Purple Knights, the elitest of the elite. And then we have the Plaid Knights. We don't talk about the Plaid Knights.
I can buy Olivia being unable to kill Rosy. She didn't have her sword, was probably tired, and there were enough delaying forces against her. But mostly it was her own mistake for behaving like a B-grade villain who monologues too much and lets the heroes escape.
I don't buy the "you should've died to shield your people" logic. If you die there's nothing you can do. There are many other avenues you should take before it comes to that. Just take a look at what some of the occupied countries in WWII did instead of fighting to the death.
Now, the lord didn't seem to take any of those, and the people were overjoyed to see their own lord executed, so there's little wrong with end result.
And I liked the square-tipped executioner's sword. Even if the length is drawn inconsistently.