I completed this mission and I understand which castles are being referred to (or rather, I can guess by the numbers), but if anyone tries to follow your path, they might get confused. :) Apologies for the off-topic comment.
Shadia got tired of sitting idle in the fourth city. She decided to wander the surroundings and, if the occasion arose, cast some spells or shoot some arrows. She discovered a garrison. Most likely, there is another city there. But she didn't take it. Moreover, a blue Necromancer hero emerged from the darkness and moved toward the city. Apparently, the problem of finding a Warlock hero in the tavern isn't just mine. Shadia had to hide in the city urgently, hoping he wouldn't notice her and would come closer. If you chase him immediately, he'll run away in an instant. There was a precedent, after all. When Railag chased two heroes, they scattered in different directions. Only one was caught, and a druid at that, thanks to the fact that they move poorly underground (Railag lacks Logistics).
Added after 2 hours 24 minutes
Finally found 2 more cities. A proven method helped — chasing enemy heroes in the hope that they would lead me home. The first one led me to a city near a utopia. That's where the enemies get so many artifacts from — Railag has nowhere left to put them. The second hero led to a city nearby. Waiting for the third demon. I'm short on heroes. I have 6 cities, but only 5 heroes. Last time I complained — Irbet and Letos immediately arrived at the tavern. Although, the latter came without an army. Maybe it will work again. Otherwise, I'll have to buy everyone in sight. The sacrificial pit is weeping from their commands.
I couldn't outsmart the cowardly Necromancer. He fled into the darkness and didn't reappear. Meanwhile, Shadia took a position between the Castle and the garrison. Everyone picks on the poor girl — no one comes on a date with her. When Railag is free, the utopia will be her reward — she has long dreamed of a berserker.
Added after 2 hours 58 minutes
Next time I'll try to complete this mission differently. I believe this is not the best order for capturing cities. Near the teleport by the second city, there are 3 cities located quite far from each other. While capturing the 3rd city, you might miss two strong heroes from the other cities. And it's unknown if a support hero will be able to hold the second city? Especially if another couple of strong heroes emerge from the first teleport simultaneously. Then even Shadia won't be able to provide help to the second city.
In the first teleport, there are 2 cities located relatively close to each other and a very tempting dragon utopia. However, in the second playthrough, my Railag and Shadia already have all Chaos spells from the previous mission, and Shadia also has Darkness. Therefore, they only need it for experience and artifacts. So, Railag will first go to the first teleport to capture those 2 cities, while Shadia will defend the second city. And if one hero does break through to the first city, I think a high-level support hero will handle him. If not in the open field, then behind the walls.
Added after 21 hours 43 minutes
Well, that's it. Looking at the pathetic army of the last demon (only 12 Arch-Devils and some riff-raff), Railag laughed and didn't wait for him in the castle, but went to meet him to save time. The battle was short. The rest is just a matter of technique. 6 cities against one. I decided not to play any further, as all that's left at home in the previous mission is to dig up the Tear of Ashi, and there are 5 days off ahead.
Conclusion: the mission can be completed in two ways.
1. Quickly, without trying to preserve captured cities at any cost and without building them up much, crushing enemies with practically a starting army, like the esteemed Nocturnal Edelweiss. Advantage: the sooner you meet the enemy, the smaller the army they manage to gather.
2. Slowly, building up cities and gathering a large army in them. In this case, you must hold the first city and the mines near it at any cost. Otherwise, there won't be enough resources. There are few resources near the other cities. Furthermore, some mines are far from the cities and can be captured by numerous enemy heroes. The enemies hire many different heroes who travel with starting armies, or even with a single unit, and steal everything that isn't bolted down.
I took the second city at the end of the first week, once all the mines around the first city were captured and it was already providing a decent army.