During Catalina's campaign before the final boss fight, there are two different scenarios that occur if you decide to attack either João or one of the ships in Ezequiel's fleet first (implying that she thinks they are still her enemy) that make the game unwinnable.

Upon attacking and defeating Ezequiel's fleet first, the ships following you will stop and instead travel around the overworld in random directions until they eventually disappear from the map. Despite this, João's ship will still follow behind her, and defeating him will cause his ship to disappear entirely.

If you attack and defeat João first, his ship will disappear and cause the rest of Ezequiel's fleet to scatter. In a fourth wall break, Catalina will point out upon attacking João that she chose to do this just to see what would happen, before he encourages her to reset the game so they can see the ending.