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That's also an option. As I said, if you want to complete it quickly, make many, many attempts. (I made approximately 15 attempts on Death, 10 on the Devil, and 4 on the Phoenix). Out of the regular heroes, I only replayed the first demon 7 times and the second demon 2 times.
No one forbids you from building up an army from three cities.
When fighting Death, you should consider the fact that we don't have the complete set of Sar-Elam artifacts, and therefore, the hero will cast spells slowly. Therefore, we level up Sorcery - using the Wizard's Sign on those units that are guaranteed to enter the group of their friends - I used it on Zombies. And then we cast Fireball on those we can't reach. As a result, when playing in the second month, this is enough to crush almost his entire army. Next, create a wall of liches. Death will heal them - they will shoot and die immediately. Thus, we finish off the remaining enemies.
I, as I said before, had some relative luck, but I also calculated the tactic correctly in the end.