From the "rise" manual I see:

--------

CANCELING CARDS
...
If a player has the ability to play an additional card, the additional card
cannot be canceled and cannot be used to cancel another card.

--------

The text on the card "Escape Plan" reads "You may immediately retreat. If you do, cancel the Imperial tactic card".

Let's assume you played Confrontation first to allow you play an additional card. Then you play Escape Plan. Since a second played card cannot be used to cancel a card would you lose the retreat feature as well?

Additionally, although the card says you may retreat immediately, would the Imperial card still be allowed it's effect or does retreat happen before then?

(edited for detail)

The rules say that the sencond card "cannot be used to cancel another card", but it doesn't say anything about it's effect, so I'd say that in your case, you'll be allowed to retreat, but that card won't cancel the Empire's card