FormerlyHemlock
Hero
(And, yeah, it's frustrating for the players when the bad guy flees, so I wouldn't have that happen too often, but it does have the advantage of making the rematch and their eventual victory that much sweeter.)
Not if the players don't figure it out.

The hag should pull a weird magic trick, like throwing down the shadow of a purple worm which then swallows her in a single gulp. (And then deposits her 500' away, but the players don't have to know that. But if they figure it out and track her down and kill her, good for them.)