What units do not genuinely "die" in Fire Emblem Fates Conquest regardless of difficulty mode?

I have the impression or assumption that certain units who show up in (future) cinematics in the story can’t or won’t probably die, and merely “retreat” for plot purposes. Or maybe the game auto fails you for the mission. Does anybody have the definitive list? I’m playing on casual or whatever mode where units wouldn’t die anyway, but am curious how this might be handled across difficulty modes.