Escape mode
The only mode the badges recognise, and the only one with a way to actually finish.
Four lives, not three
The heads-up display usually shows three hearts, but there is a fourth state after they are gone — a last chance. Players who count only the hearts end up surprised in both directions. When it runs out you get a choice between reviving for Robux and returning to the lobby.
Not every display matches. In two runs uploaded by the same channel it shows four hearts instead of three, in the Mines and in the Play Place. What gives that extra heart is not established. The lobby does advertise one: the two signs beside the stage read Join The Group And Like The Game For An Extra Life! Nothing on them says whether that is where the fourth heart comes from.
Dying is not a reset. You drop everything you were carrying on the spot and restart from the entrance, so a team-mate can recover your keys. In a full lobby a death costs time, not progress.
There is no ending
If you came here looking for the Scream And Run ending, that is the answer: a badge and the lobby. Guides describing a hospital-bed finale or a lore reveal are describing something that finished runs do not show.