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Generally, I didn't do almost anything the way it was intended.
I captured the first Castle on day 8 deliberately because that way, I get the increased unit production (11 Knights instead of 4), which allowed me to leave the starting area on the fifth week, not the sixth (there's a mandatory quest to have 100 Knights of Terror and 37 Archangels).
I took all the Giant Nests and did it as quickly as possible. In the end, the brown player is left with only one Castle without any scripted troop reinforcements, thus reducing his weekly production in the last Castle from 20+ Titans to 2. I left one well-leveled hero to guard it with about 50 Titans after a hero with ≈ 200 Titans emerged from the portal. If you periodically hide your hero in the garrison of a nearby Castle, the AI will regularly try to break out. But to prevent this from happening daily, I blocked the portal for about two weeks and then let weaker units out.
After blocking the brown player, I started eliminating the Inferno AI. Around this time, the red and orange players also started to fall apart because a second front was opened underground. In the end, after two and a half months, I also defeated the green player and completely fortified the fourth strip of land. This was a risky move, as particularly clever AIs could cross it by water, but I controlled this. The most difficult battle was with the brown player's main hero, and that was only because he dealt damage and ran away, and his main force consisted of uncontrollable Titans. I had 400 Titans and 600 Knights from the boxes in the starting area + 10,000 skeletons. There were no losses anywhere.
I never got the "Walk on Water" ability. Gunnar didn't bother me with his presence because he spent almost all his time in the lower part of the second strip, which I cleared last. The only thing he did at the end was swim into the whirlpool and land in an empty zone of the black tent, and the next day, he crossed the water to the completely fortified shore of the Inferno zone (!). I even had to rewind a week because of this.