I successfully completed the scenario, and Harold Walsted was still in play when I finished. So does that mean he didn't leave play (and I don't add the token to the chaos bag), or does he technically leave play when the scenario ends? I'm assuming the former but wanted to check.

I can't find any reference for having cards leave play when the scenario ends. If a player is eliminated from the scenario, clearly the rules say Harold would leave play (obviously), but I think the scenario just ends when you reach a resolution. This would mean he didn't leave play and you don't add the token. No matter how unsure I am, I'd play it this way, I think it's really the only way that makes logical and thematic sense anyway.

Hmm, although their are no rules that directly address this problem, the way I interpret it is that the game ending doesn't make Harold leave play. This is due to the fact that to leave play a card has to move from a play area to a none play one. However once you reach the end of calculating the effects of your resolution the game completely stops existing, including both in and out of play areas. So Harold effectively has no time to move due to their being no locations for him to move to so he effectively never gets the 'leaves play'state.

Thanks, it does seem the most logical conclusion