Occasionally (as confirmed by various other forums) killing all the unique enemies in the four challenge rooms (Fire, Swamp, Rock/Air?, Ice) does not teleport CHARNAME & party to the chess room. Loading the autosave at the beginning of the floor can sometimes fix this. I believe it has to do with the unique properties of the enemies (i.e. in the Fire room, enemies spawning each time the woman fires an arrow/fireball).
Once all unique enemies are killed in the four challenge rooms, CHARNAME & party are automically teleported to Chess room on the far end of the chess board.