I just ended my first game as written in the title. However this was in the absolute LAST round of the game.
In the last round I encountered an "Ambush" and failed that check. I went through the location deck (as instructed by the "Ambush" card)and the first monster I encountered was the Villain. I managed to beat the Villain.
So my question is, is the Villain regarded a monster in the fashion intended by the "failure to defeat"-option stated on the "Ambush" card?
I think you're ok there as long as the card has the little box where the type says "monster" and the ambush card says to find the next monster. He's ambushing you, so he's a little harder to beat, but you still are fighting him.
It does. It says "Villain" in the top right but where the "Check" requirements are stated (in the right margin of the picture) it says "Monster".
Then it's a monster
Some of the Henchmen in the base set are not Monsters (you'll see in the second scenario) and I guess some Villains at some point might not be, but if they say "Monster" in the top right then that's what they are!
Yes, I won a couple of the scenarios with Ambush turning up the villain as I was running out of time. It does have to be the last open location with the others either already closed or other characters at those locations able to temporarily close the location(s) (same closing check you just don't lose the cards there or do the when closing action).