Playing as the Clans (Disciples 2).

I still haven't figured out how to transform with the Wolf Lords.

A red circle on the battlefield glows around the targets. The Wolf Lord can choose himself as a target. In this case, he transforms.

I generally don't like them; I don't like slow armies.

Yes, initiative is a common problem for all dwarves. If you can improve agility on the map with spells, then you're left with only drinking potions for combat.