If he is all-powerful, then why, during as many as 6 eclipses, when he had a certain freedom of action, could he not destroy a single kingdom of Ashan? (The Empire was constantly reborn). Why couldn't he bring the Dark Messiah into the world himself, but waited for a thousand years and for the prophecy of some pathetic human sorcerer to be fulfilled (compared to the all-powerful Kha-Beleth, of course).

Firstly, Kha-Beleth became the absolute Lord only after the fourth eclipse. And his first strike was flawless - the Empire of the Falcon was destroyed. And the Empire of the Griffin could not do anything for 400 years after that. Secondly, it is known that he himself cannot come out, so it does not depend on his omnipotence (omnipotence in the sense of absolute power, and not the ability to do everything). And thirdly, Sar-Shazzar is not a pathetic sorcerer, but an earthly likeness of Sar-Ilam, his student, and the prophecy said that the messiah would appear from some "maiden" (I don't remember the exact text). This maiden was Isabel, so they had to wait for her to appear.

His words are dictated by his high self-esteem, and of course, they cannot be taken as absolute truth. And there is nothing eternal in Ashan, except perhaps Ashi and Urgash. However, they did not exist forever, but appeared from a cosmic egg, so nothing eternal exists.

But he is a demon lord, and they cannot be killed, like Azkaal. Well, Arriban, he didn't die after the defeat at the Falcon's Nest, but returned to Shio exhausted. So Kha-Beleth will live forever.
There is really nothing eternal in Ashan, but Kha-Beleth's eternity is calculated based on the existence of the world.
I don't think the words are dictated by self-esteem. After all, everyone recognized it.

In a way, all races are immortal, because after death, their souls usually go to the dragons - patrons, for example, Nicholas said that he sat next to Elrath. And Sar-Ilam, after dying in human form, took his place among the Dragons.

No, their souls cannot simply return, a difficult necromantic ritual is needed (as Markel did). But the soul, or rather the essence of Azkaal, remained even after the "killing", because he was able to return in his form, albeit temporarily, until he was driven back. The power of Sar-Ilam was recognized as equal to the power of the dragons by the dragons themselves, this is different.

What is stupid, comparing Tiera to Yoda or Heroes 5 to Star Wars?

Both.

Where is the information about 8 lords? If possible, a link. As far as I know, the demon lords were created in opposition to the 7 dragons of Ashi, and there were accordingly 7 of them.

Remember the single-player mission for Wayer in Lords of the North, where the imp talks about the Eight Lords:
Wayer: "Marbas says it's all true."
Imp: "Are you sure? The instructions for the ritual are written by one of the Eight Lords, the progenitors of the demons?"