In the third one, the most challenging enemy was the dwarf guarding the key (Markel fought him using only Summoning). His dragons were impossible to hit with evasion – I defeated him with phantoms, and since the dwarf attacked directly, he often missed. The Knight guarding the second key (on Vengeance) and the main boss didn't cause any problems. I fought everyone in Enlightenment mode. Sandro reached the maximum level in the third game, Markel was level 27, and Lucretia was level 26 (I didn't take the central perk). I tried to level everyone up evenly.
So far, my conclusion is: if you force your opponent to play at their full strength, using their abilities, I would have lost the third mission on Grandmaster difficulty (simply because I wouldn't have had enough units).
It's better to take Banshees instead of Harbingers for the final battle – you'll understand why later.
I started the fourth one, and the question is... what are the creatures from Heroes 6 doing in the garrison? Is it just to make it impossible to pass?