"Metroidvania" is a term used to describe a sort of exploratory 2D platforming game. It comes from the original games of the Metroid series and some of the middle-era of Castlevania games (most notably "Symphony of the Night", which is what primarily gave birth to the term).
The most defining feature is usually the world. Rather than have set stages or a world map, the entire game takes place inside one giant map, which you must traverse about. Not just any map, but typically a very complex map filled with all kinds of secrets. The map is typically divided into sectors, more in an aesthetic fashion to denote that the denizens and dangers will be different. Sometimes you have teleports to assist you in travel, but other times you just have to remember where to go in the map.
There's various elements at play in the exploration. There's typically tidbits hidden in spots, or puzzles that have to be returned to when you find appropriate equipment. The exploration is also non-linear - your limits of progression through the map are by various tools or powerups that you need to acquire, but the order in which you must acquire some of these tools is not set. And in many choices, there are many paths to get those tools, or even get past obstacles without those tools.
A very popular element of these games, especially in the Metroid franchise, is the concept of "sequence breaking". Using special tricks or otherwise mastering the utility of your basic abilities, you can sometimes access items and areas far earlier than the game expects you to.
As far as I know, Metroidvania games have always been 2D platforming games. Aside from the elements of exploration, the actual gameplay of Metroidvania games vary widely.
There are two sides to this, depending on whether you plan your path or not:
Because the Clockworks is constantly moving, even when you're progressing through a level, you have the option of deliberately waiting to step onto the elevator in order to reach desired levels. Each of the levels has a (usually) pretty obviously descriptive name reflecting the types of monsters you will encounter, and since gear with fewer resistances is stronger against each source, you can "stack" your resistance to a select few and plan out your path for maximum resistance. They hide the option to show the gate map under the upper-left menu with no way to hotkey it, but it will show you where the elevator is currently pointing.
For the more casual player who expects to face damage from a variety of sources, pieces with multiple resistances will help negate more damage on average than a specific piece. Because they have more individual resistances, there is a greater probability of entering a level they can resist some of the damage from, rather than limiting all of your potential resistance to a single source and missing it.
The bottom line is that very few sections of the game actually depend on your gear's type enough that it makes a significant difference. As long as you have enough stars on your gear and a fair amount of experience with the enemies' tactics, you can just pay attention to your "threat meter" to the lower-right of the minimap.
Best Answer
Chances are, they're referring to Lord Vanaduke, who is a boss down in the Firestorm Citadel down in tier 3.
The party member who bailed probably didn't want to spend his energy without making to a boss.
The others were probably lamenting that they had to work their way to vana instead of being able to catch a ride with a party that was almost there already.