their plan did actually work, despite setbacks. They tracked Vecna, surprised him, set him on fire multiple times... And then he just somehow survived and got away. No explanation. It wasn't set up by the show that he could survive such a thing (in fact, the show repeated how much creatures of the other world hate fire), he just vanished. It felt like a cheap victory by the villain. Again, like a DM who is too attached to their BBEG. For me, if they wanted him to win, I'd have preferred there be a reason shown in the story. Maybe they burn off all the tentacles but because he's partially human that part survives. Or his survival reveals something new about the Upside Down. Instead he just... got away.