Golden Axe: The Revenge of Death Adder/Scene 4: March forth to the Castle of Death-Adder.
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There is no actual fighting before your path choice, so choose wisely.
If at this point the player playing Trix is almost dead, it might be a good idea to deliberately die somehow, then change to another character. If all four are playing this isn't an option, however. This is because once you come to DA himself you want offense-only magic, as there's scarcely breathing space to spawn a health boost.
From here you can go to the Doomed Lands or the Pier.