The last stage is escape, and it occurs after the boss fight where you finally rescue the princess. It's different from the other stages. The princess and king need to reach the end of the stage without dying, so you have to kill everything, and kill it fast. Ostrowidzki1989
passed on that he thought it was only possible with the ice mage due to his spread shot regular attack, and I'm inclined to agree. Free all the soldiers in cages you come by and stick with the king, blast everything that comes close to him. I was able to make it to the end with the king still half health. He WILL take damage so don't sweat it too much. There is a progress bar above their health that tells you how close they are to the finish. I would take special care to kill the ice mages and archers when you see them, as they can freeze the king/princess, which will likely make them take more damage. Also for some reason they love to sit on the bridges with fire jets and take damage, so nothing you can do about that. When you make it to the end you'll get this achievement.