I have seen it. I've had it happen. As the Dragon Lord, I had several
Characters kidnapped in battle, only to escape a turn or two later. I
believe that if the character holding the hostage has no agent rank,
then the hostage has a decent chance for escape. Now, I can't attest to
whether or not they've ever escaped when the character holding the
hostage HAS agent rank.
By "in battle" I assume you mean captured, not kidnapped. In that case, are you sure you know exactly which character was holding your characters, and are you absolutely sure that character wasn't stabbed in the back by the Cloud Lord the turn they "escaped".
Or, the character that was holding them may have been in an army that was overrun, or the character could have himself been captured in a battle the next turn. Or eaten in a dragon encounter. Or any of many other possible things that resulted in the "escape".
Having your character escape, leaves many possibilities as to how this happened.
I've never had pure commanders (or other characters without agent rank) escape without something happening to my character that was holding them.
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