I had the same problem. I replayed the 3rd mission. In the third mission, I also leveled up Wolfshtein a couple more times, and at the very beginning, I gave some of Zehir's artifacts to the dwarf (including the Sar-Issa ring). All artifacts are transferred from mission to mission (at least for the Humans, the Dwarf, and Zehir). I actively used the "Blood Vengeance" spell (I think that's what it's called) - after a couple of rounds against the succubi, then as needed.

Added 14 minutes later
Here's some more about the last mission. After Wolfshtein, Zehir will be given more tasks - upon completion, also without warning, Godric's daughter, Kujin, and Ilaya will fight against the Reds - so you need to give upgrades and artifacts to the female characters :D

Also, Godric's daughter (I have terrible memory, I don't remember her name :rolleyes:) had this feature - when using either a general divine power or some other mass spell, "Blood Vengeance" would trigger randomly. I couldn't figure out why this happened - I didn't have a save file for the second mission, and in the 4th mission, I simply didn't have the opportunity. Maybe someone knows? (and it's a useful feature, without it, I would hardly have coped with the demons).