Question

Which stage direction in a play indicates that more than one character leaves the stage at the same time?

Answer 1

There is an archaic term "Exeunt" used to describe a situation where many characters leave the stage. "Exeunt Omnes" would be the stage direction for everyone to leave. 

Answer 2

Which stage direction in a play indicates that more than one character leaves the stage at the same time?

Exeunt (Lat. "they go out" ) is the word, or stage direction, that indicates a character, certain or all characters must leave the stage at once.  

This stage direction happens at the end of an act or a play.  

It was a common feature in Shakespeare's plays, and it became of use in Elizabethan plays.