I would really like if they could have a way to flee battle when I know I cannot win or when I just dont want to fight. If there is already one, maybe make it so its more easy to see. Because I've already try everything!

Fleeing battle could be easier depending on the level or the speed of your creature compared to the ennemie(s) but maybe it could have an item to garantie success of fleeing (could be really useful to buy them at the first town, it happen to me like three Time that I encounter a level 25 treath with only a level 10 its not really fair.)

To the one who ask, when a town is attacked, you can't access it and have to fight and it happen when in my first fay sooo oops

there is a flee battle mechanic in region 3+LG and fest zone (based if I remember right on your party's lowest quickness vs the enemies highest, with rng thrown in), but I don't think there's any in regions 1+2 (which are Very Old Indeed)