Can anyone advise on how to complete the last Orc campaign? The Mages keep capturing my cities and won't let me build up an army.

I had a similar problem, and I asked the same question. Take a look at page 3 of this thread; it helped me. I restarted the campaign about 8-9 times, and it worked when I prioritized capturing the Necromancer city (the turquoise one) first, then the Orc city, then the Knight city on the island, and the first Mage city. After that, I had enough money and an army, making it easier. But be aware that after you capture the last Mage city, Allaric will appear. His army is average, and he's not overly aggressive, so you should have time to buy some reinforcements. :) :)