After defeating the Hoshidans in Nestra, you follow Azura and find yourself in a strange place.
Defeat the Boss or Have All Units Escape Within 20 Turns
You have 20 turns to complete the objective. If you don't complete either objective within 20 turns, you will lose the battle.
There will only be three of you, but you can have Corrin use the nearby Dragon Vein to create replicas of yourself in the southern half of the map. The replicas will appear within a fortification that is made up of Healtiles. Everything that happens to your replicas will happen to you, and vice versa, so if a unit loses HP, the replica will also. But if a unit's replica gets healed, the other unit will also be healed.
Keep in mind that the replica version of Azura can't Sing.
You can win the battle by escaping or by defeating the boss.
Your units in the upper half of the map are the only ones that are able to escape. They just have to go to the far right side of the upper half of the map, and all three have to stand on a red tile and choose Escape.
Your units in the lower half of the map are the only ones who can fight the boss. Many of the southern enemies will drop items when defeated, so it is definitely worthwhile to have your southern units fight instead of just having your northern units escape.
After the Battle
After you return to your castle, Lilith will say that Felicia or Jakob has arrived and joined your team.