Huh I've never heard that oppents can't run away. They just like your party can run on the 2nd turn when you see the flag icon on the portait. Just use the shackel spell to stop em and they won't be able to escape for 6 turns. I think to get the shackel spell all you is join the Mage's Order and by it. I've always went for unlocking the brothel on the first day and got the gold pouring in and putting off combat for awhile till I can build a sufficent 4 person group but defenetly get agility up to 2 on your team quick, equip your group with longswords and chain mail and combat around Wimborn gets pretty easy quick.
The game does state the last opponent can't run, but in reality the last opponent is less likely to run. They still will, but usually it takes more turns before they do.
I agree best to focus on unlocking the brothel, getting some prostitution going and some decent slaves for combat, then start exploring.