First off, killing the King is not required, nor does it do anything. In fact, he will absorb stars later on so just ignore him

A new assassin will jump in over time, not based on how much damage is dealt, so dps the ones you can. You want to kill the star chick first, teal assassin second, and shaa assassin third. The reason is that the shaa assassin only has one attack if you are NOT attacking her. It’s quite easy to block while you’re fighting the other two, just keep some distance between you and her, stay mobile.