After the scenes, you're objective for this mission will be a bit different. You have to guide your avatar to the stairs in the center stage. There's only one dragon vein here and it's used to freeze the water. However, your characters' movement will be severely limited while in that terrain. There's also a chest beside the dragon vein containing a Dracoshield. King Garon is also part of the enemies but don't be too cocky in facing him now. He's LV30 and his weapon can certainly take out your units with one hit.
You also need flying units here to engage and maybe carry your avatar easily to the safe zone. One example is you can pair up your avatar with Reina so you can have her effective support. Kaden, will also join your party as a controllable unit. Like your fliers, his mobility is not affected by the frozen terrain. To the south of your starting area, you can find a Great Knight that can drop a Hammer and an Outlaw with 3000g. You should defeat them first before making your escape.
In the 3rd turn, Xander and more reinforcements will appear from the NW. Fortunately, Xander's group will not move from their positions. You can stay a bit and engage the remaining forces, away from Xander and Garon by abusing your fliers' mobility and to gain more EXP. You only need to deliver your avatar to the escape point to end the battle so when you're ready, have one of your fliers bring him there. When you're ready, escape the battlefield by stepping on the escape tile.