Game Help: Disgaea 2: Dark Hero Days?

Almost oblivion

New member
I automatically entered the dark world for some reason and I am not even prepared for it. Why did I go there automatically? And how can I get out? I haven't saved for a WHILE(in all caps because I haven't saved for a few days) and I cannot lose all that progress!
I'm in the stage Dangerous Refuge 3-2
Game Over... But could someone tell me why I entered there automatically?
 
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