What happens if you die trying to beat the Thunder Dragon's Challenge?

Question

I need to know what happens when you die facing the Thunder Dragon's bosses.

Is it all over? Do I lose my progress?

Answer 1

You get a game over.

This doesn't mean much in terms of actual gameplay since you can continue as normal, but you will have to start the challenge back from the beginning, after reloading from your last save.

Answer 2

Game Over. You can then continue from your last save point. Fortunately, there's a bird statue a short distance from the Thunder Dragon.

Answer 3

If you beat your highscore and get a game over, you can just save and it will have remembered your highscore. But you do need to start from scratch again if you were attempting to beat all bosses in one go.