Also to point the fact that, kind of Thracia, units can also escape in some kind of order from the map. My order in the first map was the lord, cavalier, the two guys and the priest (can't remember the names yet). Dunno if it affects the next mission (since the priest is already missing).
So far I like it and I'm very eager to keep it playing, it really feels like the old old FE games I guess that's Kaga for you.