The Escape is Chapter 6 of Fire Emblem: Thracia 776.
There are 2 main ways of approaching this chapter; you can either take Karin and fly everyone over to the exit as she suggests, or you can fight through the city. The latter, however, will have you facing the enemy units stationed in the northwestern area of the map, below the stairs. One of them is a Bishop equipped with a Meteor tome; be wary of his movement and range.
After many turns, Galzus will appear at the northern main stairs, and he is vicious. With his 8 movement range, his movement stars and high stats, he'll likely kill any unit he approaches in one round. No matter where you are, if you see Galzus, run.
No matter which approach you take, Karin can be an invaluable unit; she can fly units over walls AND fly over to the villages to pick up items. Lifis/Lara are also especially useful for unlocking the doors, if you have no door keys left.