Evoland 2 turns into a stealth game after the first time Kuro and Fina get captured. To escape the dungeon you have to hide in the shadows and wait until the guards have turned their backs to move. After the second save point hiding in the shadows is not enough. Go to your left and examine the chest. You can now use the chest/box to hide under and sneak by the guards.
To get passed the first guards stay to the top of the shadow and move to your right until you are lined up with the door. You can slip by the stationary guard at the bottom of the screen through the door when the vertical moving guard is walking away from you.