Please be reminded and informed that Special Events Units such as Stya, Alma, Oboro, Galant, Nemia and Zeln are only acquirable by chance in any level of their corresponding dungeon or event. It does not mean that if you were able to clear all the dungeon levels you will automatically get the Special Event Unit, unfortunately that is not the case and the mechanics of such event.
The best way to capture them is by repeatedly doing the event until you get them. The only difference in each dungeon level is the difficulty of the enemies that you engage and the rate or chance that you will be able to capture the special unit such as Stya. In this kind of situation, it is best advised that you get them at Level 3 since it has the highest capture chance and Level 1 being the lowest.
If you want to be updated by news and updates for special events, you can always check out our Official Channels.
**Special Event Units are units only acquirable in-game by joining or entering a special event which usually can be found in the Vortex and other such feature. There are also a lot more units of such kind in Brave Frontier not just the ones listed here.