I played a game where I killed everyone in the very first area (the Hold on the Prison Ship) before confronting the Sourcerer Windego and thus being the one to kill all the magisters instead of her.

However, when I got out on the shore the Red Prince was there, as if I hadn't killed him! I know he's not there if you kill him after the Sourcerer Wendigo uses her Source Blast, but if you kill him before that the game doesn't register that he's dead.

I assume this applies to the other pre-made characters as well.