Hi Sophie,
You're welcome for the chests.
If the Crusader getting killed is providing most of your DPS or the buffs to your formation, then yeah, your DPS would end up dropping when they die, and if they were like Mogra, who needs time to accumulate monster deaths again, then going back to an earlier area where you can kill things would get your power back up.
But without a screenshot of the formation in question, it would be hard to diagnose what buffs are missing when the Crusader dies.
If you are doing the event objectives and noticing it, the areas get difficult much more quickly, hence the requirements of Bullet Hell, Washed Up and Arthmagician maxed to start the objectives. That means the monsters do more damage sooner as well, compared to a free play objective, so you may need a tank Crusader in the front of the formation to absorb the damage so the other Crusader tricks can push you forwards or you don't lose the important Crusader right away...
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