Whether to use Knights or Zealots depends on the situation. In this map, the opponent is an Elf with very powerful ranged units, and you often have to besiege him in his castle. The option of taking half damage from ranged attacks is preferable to the ability to deal double damage. Knights/Zealots allow you to conserve troops. If the task is to win a single battle in the field (and the hero is Varen), then Zealots are definitely the better choice.
Zealots suited me better. I found Scattershot quite quickly, I think it was when taking the 3rd castle... although I can't say for sure. And then I also got Vampirism, which allowed me to fight with just one stack. Before that, I was using Adepts as cannon fodder – they're tough and last a long time.
Added 5 minutes later
The AI casts "Bless" quite often, in many cases with spellcasters like Druids, Archmage Priests. There are also heroes, like Helmar, who always have "Bless" active. The "Bless" buff on Angels does not disappear. If the AI doesn't cast "Bless", then your own monks can immediately cast "Regeneration" on two units.
If the battle has progressed to the point where Angels are involved, it means the AI is already on its last legs, and whether the hero is buffed and reflects spells or not is not critical at all. I only bought Angels around the 6th month. Before that, my priority was Infantry, Adepts, Archers (for killing mobs, I didn't use them in battles against the AI), and Cutthroats for distraction. Then I added Cavaliers after taking out the green castle. I didn't use Monks – I was playing the first version of the Campaign, i.e., without a fort near the castle – I transformed them into Adepts.