It's very possible that he had Illyana crit with Rexbolt and then had the others finish him off. (or vice versa with Illyana doing the finishing crit blow). Illyana's crit rate, overall, is 41. 15 from Rexbolt, 5 from having a bond support with Zihark, and 21 from skill/2, (34 is illyana's max skill +8 from both the Rexbolt skill boost and Blood Tide). Dheginsea's avoid is 30. So the overall chance to critical him is 11%. Sure, it's terribly unlikely that Illyana will crit him but Mow never specified that he didn't use battle saves which you can guarantee the critical with. So let's see the overall damage that Illyana will do to him then; Illyana's max magic is 39 ( if she had a dark, fire or water A support affinity then you would add +2 right here but Mow said he his Illyana had light/light A support so I won't). Rexbolt's mt is twelve and since thunder is dragon's weakness this gets tripled to 36. So Illyana's overall magic Str is 75, subtract Dhegnisia's 46 resistance from this and the overall damage done to him will be 29. With a crit that triples the amount of damage to an impressive 87. Dhegnisia will only have 13 hp after this so he would be rather easy to kill.
As for hit rate, barring biometer, Illyana's total hit rate is 222 (don't forget that Light/Light A support that Mow talked about that added 15 to the hit). Dhegnisia's overall avoid is 115 (including Leadership bonus, also strangely his affinity isn't the same as the map so he doesn't get an extra boost in that and the square he's standing on doesn't boost any stat). This means that Illyana's hit rate is 107 aka 100 since that's the cap.
Also, for those of you questioning Illyana's survivability, don't forget that the squares around Dhegnisia are mostly +10 defense squares. Hell she doesn't even need that +10 defense square to survive. Her overall defense, not including defense square, is 34; 24 from Illyana's max defense, +5 from light/light A support, and +5 from Night Tide). Dhegnsia's overall str is 75. the difference is 41 and with Illyana's max hp of 45 she'll survive with 4 hp left and 14 if she was on a defense square.
Edit: Oh, easy mode. Well that kind of kills the challenge.