Don't worry mate, she is meant to get away. You kill her much later on but she is tonnes harder to kill. You get another chance between these two encounters though but something cool happens, but I wont give it away cuz that would ruin some of the plot!
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 \"Revere the ancestors, obey your king, bear yours arms with pride, fear no foe, hate the Greenskin, mistrust the Elf, and you can do no wrong.\" - An Old Dwarf Saying
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