Both your concept arts come from when it was the DarkestDungeon-esque design phase. Sure, there is a good chance we will see them as units in the game, but don't hold your breath.
Bosses were declared as Wave-Specific enemies. Rare enemies may or may not be discarded. We've no idea if the concept will move into something like you've suggested, or if they are retribution for conquering the chess pieces. If bosses are implemented, fantastic.
I'm not sure what your fail case is, unless you are talking like we are raiding but still in tower defense mode? I'd imagine we are getting something closer to a pass/fail where the degree of success is how many units you lose. If we just got boss units for conquering an area while they retain the early design of being 'bosses of waves', it'd remove a lot of why they exist. If they were unique units/characters like our favorite warcrime Vtuber off-brand or the ilk from MBM, sure.
If you want to ask how many units I'd be willing to sacrifice to only see her, a boss, retreat? I'd hope that boss units could be captured, even if it was a rare chance. If it was that rare chance drop, I'd rather have them be a repeatable fight somehow. If that is the case, however many is required. If it was guaranteed, again, however many is required. I'd be disappointed if they had a unit in the game that wasn't 'playable' in some way.
Honestly, it might add a bit of fun in replay if you had random boss units drop that didn't early on that could help determine early game pathing beyond big, funny number on goblin go boom.
A lot of this requires future developments, some required for the game not to be annoying (primarily the issue that units that pass through your stockade and auto-target the door is basically an instant failure).
