One player rolls initiative as a group. I do "first come, first serve" for initiative, so Raineh Daze's roll of 1 means that Alex and Kana will go after the sorcerer.
And yes, you roll over your listed save number in order to succeed at that save. In Alex's case, she needs a 12 or better, so Alex will be unable to stay in the prison area. Kana should roll as well.