I got the Vampire Lords, but I can't go any further because of an invisible barrier where the angels are on the way to the Necropolis. I'll upload the save file tonight, but Gray is already advancing towards Necrazim... he's definitely going to be a dead man. There's also an earlier save, before I messed up with the shield. I'll have to replay.
2. With 40 mana, it's more comfortable to use Meteor Shower on 2-3 stacks of units (screenshot 1).
3. By level 5, you can easily get Expert Earth and Expert Necromancy (screenshot 2).
4. On day 7, I was already there, and there was no wall... (maybe you should try disabling HD+).
Added 1 minute ago
I found the prospect of releasing Gray to be very questionable (even though that's the intention), because then Brown will start spawning with an increase from 3 castles (one of which also has the Grail). I had to delay a bit and take him out. The Spirit of Despair as a starting bonus would have been very helpful in that fight, but I was too lazy to replay. (And Spirit of Despair also allows Necrazim to take the cart from the Dwarves with 4 Vampires, but that's only for the most persistent players :D)