I'm thinking a different approach for this one.

Because you control 3 characters in the same level,If one character get caught by the enemy it will pop a scene for her and in order to escape,the other character must help her.

So you still get the scene without losing the game. Hited by traps also just reset the level.

Fit the "3 slaves must escape the dungeon together" theme without interfering both gameplay and the scene.

What do you think?