Gameplay tactics on the large map.

Furies or Megeras, the difference isn't that big. I think Megeras have more damage, so I prefer them, but it's not crucial.
Dwarven Warriors are slow units, and Megeras can break through them. You'll have to run around a lot. You can take some single units to distract them, but in the end, they can be defeated.
Battle Delay increases the number of spells cast while all your troops are still alive. That is, the opponent waits three turns while they are invisible, then kills the first few units, and then the next few units. All this time, the wizard is casting spells and lightning bolts at them. That's the idea.
As for a strong hero, there are many options. Sinistar is my favorite, with his innate lightning spell. Or Vaishan with luck and powerful ranged units. I used to like Leto, especially if he gets lucky with plague at the beginning of the battle. Something like that.