TokyoScarab
You do not have to defeat both mavericks in Double Vision.
Defeating one maverick removes X's collision mapping, and ends the stage. I got pushed into the wall during Chill Penguin's fight, and I'm not sure how getting pushed off the side of the screen instead of teleporting off the top affects things, but I wouldn't actually worry about that.
In Double Vision, I made it to Double Chill Penguin in the Sigma Level 2. After defeating one with normal Storm Tornado, the door did not open. The second Chill Penguin could no longer give or receive damage. I was stuck in the room.
The wind blowing doesn't prevent you from leaving the stage, but yea, it's something I've known about and need to fix. As to the second question, there are a few bosses in the game that can take damage during certain animations that they shouldn't be able to (Chill Penguin's slide, Jedi Sigma's saber block, and Chameleon Mini boss' claw arm). If you deal lethal damage to the claw hand or during those animations, the game won't trigger them dying. I'm working on a fix for it but I have been aware of it for some time. Just something to keep in mind during those fights.
