That's right, you can't really run away from vampires or blade dancers. And if you don't use Furies, you won't be able to break through, for example. So, they are expendable; it's more about strategy than tactics here. Either wait a week to gather Hydras and break through with minimal losses, or use Furies and pass through earlier.

There shouldn't be any problems with these either. Place the Furies in a corner, with Stalkers next to them, and a line of single Minotaurs or Stalkers in front, depending on the opponent's initiative. The hero will fire a couple of times, and the Furies and Stalkers will take down the approaching stacks. You can deal with the retaliation with those same single units.

Or, in a pinch, just put out Minotaurs. While the hero is shooting, they can withstand a few hits, and in the final stage, they are almost useless anyway.