The rules for the "4 character" run say "Win with each of the four characters (Ironclad, Silent, Defect, and Watcher) as fast as possible, in any order.". It doesn't mention the consequences of losing at any point. Does this mean I can lose/reset at some points between successful runs?

For example, could I:

win with ironclad win with silent start with defect, reset reset again win with defect this time start watcher, die to giant head restart watcher and win

?

Yes, you can lose or reset freely between wins. The only consequence to doing so is losing time.

thanks for the info ^^