loose is not the same as lose. A "loose" ending has nothing to do with mission failed.
The numbered endings are fired when all the triggers of that type have fired. For example, if you had two triggers with type End#2 then the mission would end when both triggers had fired. In practice this is not good mission design: it's better to use variables and have only one trigger with the ending.
Each numbered ending has a different debriefing text, set in Briefing.html. I have a feeling that the Loose ending has no debriefing text.
gundernak is quite right, all you need is a trigger type Loose: when it is fired the mission will end. The twist is that the mission will end if any trigger of this type is fired. (As opposed to numbered endings when all the triggers must be fired.)
Remember that the Outro plays after the debrief. It might be better to have an end cutscene rather than an Outro.