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Regarding the cohorts,
At the end of a scenario do the cohorts go back into the box? It's how I understand it but it isn't stated in the rules. The thing that is leading me to second guess is the statement about cohorts being banished completely from the game.
Cohorts are normally put back in the box.Cohorts in the deck of a dead character are banished (and thus removed from the game) per the rule for dying.
Note that if a character with a personal cohort (eg, Balazar) dies, and you start that character again, you do get the cohort back.