impossible gameplay tactics on XL.

...I was told that if the hero is a foreigner, it negatively affects morale and luck, even if the army consists of only Aryans...

They say that in Moscow, they milk chickens, and cows lay eggs :D
Read up on the subject, and you'll understand that in Heroes of Might and Magic III, morale (and sometimes luck) is reduced by monsters, not heroes - heroes can only increase it.