Battle Report
Given the duration of your Chase SKill Challenge (2 weeks), I personally would A) make it an extended challenge and B) use the Disease/Condition Track to model the attrition and give you the best results. I would make the PCs be "attacked" after every 3 checks or so. Subsequent to that, the afflicted PCs must make Endurance or Heal checks every 3 checks after that to either advance further down the track, heal 1 stage or stay status quo (depending on the results). I've put up a few of these tracks that I've used for Wilderness/Exploration challenges so they should be about if you need them. Depending on how punitive you want it to be, it could be as simple as "lose a healing surge" at the beginning to - 2 defenses in final stage or cannot gain the benefit of a short rest (if you want to be truly punitive). Nonetheless, an exploration Skill Challenge failure should almost always cost a healing surge or 2.
That is a good suggestion, but I didn't have time to implement it, as I was minutes away from starting my game. I'll certainly want to try that sometime though! Good suggestion.
One pressure for failure you might want to consider is intentional hazards, traps or ambushes set up by the demonic scourge they're following. Finding false shelter (inhabited by an aggressive creature or some sort of hazard) or poisoned/pestilent water supply are other good ones.
Another good idea. I had them get ambushed by a bunch of mudmen while they rested after crossing a river as part of the challenge. I ran the fight off-grid, and it was not really intended to do much but keep them paying attention. Seemed to work alright.
As far as success goes;
- you might want to introduce an unknown ally (perhaps a demonic rival of the leader) who can potentially aid them in the battle to come (social skill challenge?)
I had an idea to drop a potential ally in if they were getting into serious trouble or had to retreat.
or
- they find a secret backdoor or stairwell into the labrynth, dungeon, lair, what have you.
This was a good outcome that I'd planned. The trail of the enemy led directly to a shrine which had a concealed door into the demon-occupied city. They'll need to go in there to rescue their ally, and this was the least-risky path. Bonus for them, as they really cleaned up in the skill challenge.
Other sources of failure can be;
- the direct way in is absolutely impassible (blocked by either too many enemies or a supernatural storm) so the PCs must find a new way in (another exploration skill challenge)
If they had botched the SC, they would have lost the trail and had to guess at how to get into the demon-held city. They still may or may not have found the concealed door, but would have been left with trying to sneak into the city some other way. Stuff I thought of included bluffing past the gate either directly or disguised (another hard SC), slipping in through the sewers (moderate SC), storming the walls (suicidal, probably, but I'd have them captured and end up in the same boat as their friend), or some other possibility I didn't think of.
Running additional skill challenges might not be something I'd do in a "normal" game, because with XP awards, it would be like a reward for failure at the cost of additional challenge, but I run an XP-less game as well, so really, not fighting if they can avoid it, and looking for "a better way" is always in their best interests.
or
- perhaps the sacrificial ritual is clearly underway at the top of the spires - perhaps a scream or something supernaturally ominous - and make it clear to the PCs that sparing a moment to refresh encounter powers may have dire consequences. This would have mechanical consequences; perhaps the sacrifice is simple HP ablation and their ally starts the fight bloodied (but this needs to be made clear in some way at the metagame level or it will have no impact). They have to end the ritual before he perishes.
Good ideas, but they have a bit to go before getting to the actual rescue.
That's a pretty significant difference!

Sounds like surges are a little more precious in your game, so losing them is more meaningful.
PS
Yeah, I'm liking how that change has affected the game.
I allow characters to recharge basically any power as a free action, at the cost of a varying number of healing surges. Encounter powers, regardless of level cost 2. Daily attack powers are 4 for your highest level one, minus one for the next-highest, and so on. Daily utilities and item Dailies always recharge every day, even without an extended rest.
PCs can cash in APs for healing surges if they are otherwise out. APs are persistent, but do not refresh to 1 after an extended rest. I allow them to burn more than 1 per encounter, but when they're gone, they're gone. They are accumulated in the usual way, and whenever they gain a level, and sometimes as ad-hoc rewards. I sometimes give out healing surges as ad hoc rewards as well.
Though not relevant to this particular party, I have also switched the cost of all ritual use to healing surges instead of money, and this has done wonders to increase their use.
There's more, but I don't want to get too longwinded on the details. Suffice to say that healing surges are precious and each one lost is felt keenly, particularly as they never know where and when their next chance to rest will be.
Suffice to say that the session went pretty well. I ran the overland 2-week journey fairly "zoomed out" and several of the players talked about getting the feeling like the "helicopter shots" in the LotR movies during overland travel, with expansive vistas and sweeping soundtrack. I would call that a successful framing if what was transpiring gave them imagery like that. There was a little, but not a lot of RP, but this was pretty much intended.
When they arrived at the tower, I awarded them their earned healing surges from completing the SC (complexity 4). They had only accrued one failure and used an Advantage to erase it, so they ended up recharging 5 surges each (one per two successful checks). They used Endurance to keep up their pace, Nature to make sure their horses were faring well, Athletics to cross a swift river, Perception to pick up the tracks of their quarry, and a bunch of different stuff as secondary skills.
They were not surprised by the combat encounter that awaited them - a demon-turret atop a watchtower, and the villain's 2 goons. The goons were Tar Devils, one a L3 brute, the other a L4 soldier. They've been fought and killed before, but since they're "summoned" by their Imp boss, they just keep coming back
The best part is the turret. I used a reskinned and tweaked L5 Elite Gauth Beholder. I removed its ability to move, and made it a construct with Resist 5 ranged and vulnerable 5 melee. The tower was made of stone (climb DC 20), and 30 feet high. It had a locked and reinforced door (DC 16 break, 21 Theivery) on its far side. Squares adjacent to the tower were safe from turret fire.
The fight was pretty fun, even though I didn't get to knock anyone off with telekinesis rays (I tried, but they all made their saves, dangit!). Everyone got bloodied, and I was within 1 hp of dropping the Shaman. Any characters dropped would have been in serious trouble as I also allow characters to burn Death Saves for APs (the "death flag"), and several of them had only 1 Death Save remaining. I think it was not as serious a thread as it could have been, but it was tactically quite interesting, and with a few more flubbed saves, who knows...
Sorry for the epically long post, but I was really stoked for this game, conscious as I now am of framing technique. I feel like it went
well, but not necessarily the best game ever. Part of the issue was that several of the players were distracted occasionally, as we got out of our gaming groove over the holidays, and 3 of the 5 players were very distracted talking about the latest Magic the Gathering set that was released. :/