The soldier that you faced, was it the blue eyes one or the red eyes one?
Because if it was the red eyes one, you're not supposed to face him just yet, he's for mid-level characters and with a bit more skill you can defeat him ;).
You can safely go back to the nexus and return to any of the stages that you lost your souls in, the bloodstain will stay in place until you get it or die in a new place.
That's the roost I was talking about, did it have a blue dragon swinging it's tail in it?
Current PC Build
CPU - i7 8700K 3.7 GHz (4.7 GHz turbo) 6 cores OC'd to 5.2 GHz with Watercooling (Hydro Series H110i) | MB - Gigabyte Z370 HD3P ATX | Gigabyte GTX 1080ti Gaming OC BLACK 11G (1657 MHz Boost Core / 11010 MHz Memory) | RAM - Corsair DIMM 32GB DDR4, 2400 MHz | PSU - Corsair CX650M (80+ Bronze) 650W | Audio - Asus Essence STX II 7.1 | Monitor - Samsung U28E590D 4K UHD, Freesync, 1 ms, 60 Hz, 28"
