Here we walk you through on how to save Duke, whom is one of the characters in the game. It will unlock the Duke Trophy / Achievement
Okay well first off you need to be on Chapter 3, Volga. Now there are a couple of rules here, you cannot kill any of the cultist people otherwise it will ruin the chances of Duke surviving. However, you can kill any of the Bandits that is fine.
For the beginning part where you get attacked after meeting up with a woman and a little girl, you are fine to kill the guards that shoot you but no one else. If those said guards start to surrender for me I personally ignored them, meaning I stopped killing them at that point and chose to ignore them.