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Having NPCs escape from things is easy! In this case it's an ally, but it works just as well for enemies. You don't really need to justify things as much as here, but coming up with some audacious plan that actually works is simple, because you don't need to rigorously determine what the most likely outcome is. Even if it's an extremely long shot that the escape will work, you can just deem it successful and run with events from there.
Commentary by memnarch (who has not seen the movie)
Steadfast? Ehh, that's a 4 outta 10 stars for the name. It's not bad for a flagship name, but it's also not noteworthy or striking like the obvious bad guy names of Finalizer or Fulminatrix. It's almost not a Star Wars type name either. Steadfast sounds pretty neutral on the Good-Evil name axis too; we're not being set up for a villain protagonist, are we? That wasn't great in Avengers: Infinity War, and I don't see that working out well here either at the moment.
Oh, never mind. Thank you Kylo for disproving my first thoughts so quickly. What better way to show that this is the evil team than random torture of someone who caught but didn't kill a spy? The comic definitely has a leg up on the movie here; Wedge is the super-spy shapeshifter, and letting him escape would definitely rate punishment. Movie "Wedge" here? Definitely dead. Though it's really weird that someone felt the need to bring the head to a higher-up meeting. In spite of Kylo having elementary school tantrums, it's not like he needs to have show-and-tell put on for his entertainment. Did the writers really not have any better ideas of how to show off that this alien got killed off screen?
The sound effects near the ceiling is a nice touch. I doubt I would have noticed Quinn there otherwise, and probably thought that was a comic-only item alongside the head being papier-mâché.
Transcript
Kylo Ren: The First Order Supreme Council convenes on my new flagship, the Steadfast.
Trooper: {onlooking, as masked and cloaked figures follow Kylo} Knights of Ren... Disease and danger wrapped in darkness and silence.
GM: As you stride in an aide hands you a decapitated alien head.
[SFX]: splat! {Kylo slaps the head down on the meeting table}
Kylo Ren: What is this?
GM: Ben, it’s the head of Wedge, from Sinta Glacier.
General Hux: Um. We found... a spy. He stole some of our liquefied space-time.
Kylo Ren: You summarily executed him? Excellent. About time someone did something right.
General Quinn: No. We threw him in solitary. Guards checked every hour. He was fast asleep.
General Pryde: But in the morning General Quinn’s troops discovered he’d crawled out the ventilation duct.
General Quinn: Ahem, yes. This head is a papier-mâché decoy.
Kylo Ren: I Force Choke Quinn and slam him to the ceiling!
[SFX]: slam!
[SFX]: cough! hack! choke! {General Quinn, pinned to the ceiling, begins choking}
General Hux: Wait. Papier-mâché? We don’t even have paper!
General Pryde: That’s... a very good point.
Kylo Ren: Yet somehow Quinn still managed to screw it up!