Slitherine

I don't understand why this level doesn't end.
I have all my special units on the victory hexes.

Is it Doughal Ravencloak?
Last play through he was killed and yet i won the scenario.
So i'm re-playing this scenario and trying to keep everybody alive.

"Reach the exit zone with all heroes" refers to all units with the Hero promotion. So basically all units with a close-up portrait (at the start of your Army list).
Named units are not considered heroes, as you can name them yourself after they reach level 3.