He exists - he runs alongside Kujin - but now it won't be possible to stop him (or take his cyclops).

No, in 3.1 he only has 1 goblin (see the tavern - Gotai is missing from the list of the strongest).

For the future:
Wulfsten - replay the third mission (the previous one);
Frida - replay the second mission (Zeheer's campaign);
Kujin - replay the second and fourth missions (the Orc campaign).

Zeheer will be greatly helped by the "Vampirism" spell on the thunderbirds. On "Veteran" difficulty, the mission will be completed faster due to the larger number of reinforcements (and the thunderbirds attack any enemy not in the hero's range).