roto is right, your characters don't have to die. You just have to be low in life for them to come out. For this one if I recall correctly, all you have to do is beat Wrexsoul and not the soul blazes?. You mention "show up", but I don't remember him disappearing.

Well, if you have vanish and doom, I'd use that as your way out. If not, just hit him with your hardest magics and pray for mother mercy to have compassion on your players. Good luck!