Just want to make 100% sure that I'm playing this right. If I play into the breach bring in a unique character then put a duplicate on that character then in stead of discarding it I save it. Is that legal or do I have to discard it at the end of the turn?

At the end of the phase effect do not allow saves as documented in the FAQ.

So the dupe will unfortunately not help

You learn something everyday, seems we have been playing Battle of Oxcross wrong (ea allowing a save).

So I have been cheating:(