It’s not required that a flee conflict result in capture if lost, but it is the suggested outcome as per the table on page 73. I don’t think simply catching up to them is enough of a consequence though. That’s more the realm of a tie.
You’ve got to be true to how you played Haathor-Vash, so don’t take my interpretation by rote. But even if that is how you’re playing her, maybe she wants something from the captured characters first? She might very well want to do hideous things to them, but buy yourself time for her to monologue a little, play up your interpretation of her.
Even if the antagonist is monstrous, getting captured shouldn’t immediately be the end. In stories it’s just a chance for the protagonists to show their cleverness in a new way. Think Bilbo coming to the rescue of the captured dwarves in The Hobbit, or Indiana Jones and his father escaping the Nazi castle in The Last Crusade. The characters have an opportunity to learn something they wouldn’t have otherwise and then there’s the dramatic escape.
I tend to play Haathor-Vash with a slightly softer touch. She’s terrifying, yes. But she’s also got a point. She wasn’t bothering anyone until someone broke into her house, stole from her and disturbed her rest. She wants things made right. In her mind she’s not doing evil. She’s getting payback for a crime that was committed against her.
I try to get in her head: She’s been out of the world for countless ages. She has no idea what’s going on in the outside world. She doesn’t know how things have changed. She doesn’t understand why she hasn’t ascended to become an Immortal. Jora can only tell her so much: She’s only an adolescent and from a remote village to boot.
Maybe she doesn’t want to flay the one who stole the runes and wear his skin like a shawl? Maybe she just wants to keep him? That’s often how I play it. I typically have her desire that everything stolen from her be returned and that the villagers establish a shrine to her and provide her with regular offerings.
I generally play her as vengeful, demanding, supremely arrogant, confused and a little lonely. It throws players for a loop!
I don’t think specificity is a problem, just give a little nuance. Maybe it isn’t as simple as just flaying the one character. Maybe a certain ritual needs to be conducted to stop the runes from flowing so they don’t get damaged when she cuts his skin off. Give them the opportunity to sneak out or talk their way out and you would be fine.
As for the Creeping Ooze, to be honest, it’s the deadliest thing in that dungeon, including Haathor-Vash (unless she manages to possess a high Might individual that allows her to use her Might to its fullest). They can’t capture it because its Might is too high. They can run though. It can attempt to follow, but running fast is outside its Nature, so I would roll half its Nature rather than its full Nature when it takes action in a flee conflict. Really, it’s an ambush predator. It’s only really dangerous if you try to kill it or it gets you in its special Trapped conflict.