the left vertical side of the screen showed many different icons for both my character, Relias, and the Bear Cub
That shows you, from bottom to top, which units will have the next action.
Then, Relias used his "powers" to escape just before the final blow right?
He's supposed to escape to your nearest town. If you selected your city, you should have seen him stationed there, as my city garrison is shown on the right hand side of this image:

After Relias recovered you would have been able to move him out of the city.