Hey there,
The Conquered is the scene where the Wharf Roach G takes you to their nest after defeat on a battle against it, resulting in a Game Over screen. Now, the game over is not save breaking as it allows you to go back to the point just before the battle and continue from there.
Wharf Roach G has a very low chance of appearing since version 1.20, about 1% while exploring the Forest.
Also going trough the Game Over scene and returning to the restore point will unlock the scene on the recall menu.