Running would not be an unwise course of action. Aside from the elves/bugs trying to kill you, the land is falling apart. The odds are just not stacked in anyone's favor. Wouldn't be too unreasonable if you found a spare horse and made a run for it. Or even if, as you made tracks between yourself and the caravan, you saw the distant image of a finely dressed young man on a white mare, the flash of an Aretan standard, or the metallic glimmer of your fellow knights.