The essence of the tactics when playing as the Dark Elves.

1. Against the Order faction, I take Sinithar and develop him with: Chaos, Luck, Attack, Education, and Morale (sometimes Magic). The question is, am I choosing the right development path?

Not a bad choice. If you're aiming for a "lucky wizard."
And are you able to max out all five skills?.. Hmm. If not, then it's better to keep Luck, Chaos, and Education.

I want to capture Utopia as quickly as possible with minimal losses. I've tried several times with just Rogues, but it doesn't work in version 3.1 when the dragons fly in front while I'm in stealth, and even my powerful magic can't take them all out!

I can't help you with this... it depends on how it goes. If you don't mind losing Minotaurs, you can attack only with them and Rogues. I did that, and the result was good; I only lost the Minotaurs.

You can take out his crazy crossbowmen with magic... first, with Earth Shock, for example. Or cast Dispel on them with the Shadow Lords.