RTF is a global modification that replaces all towns in the game.

What about devils, vampires, and thanes? Should they also have a movement range covering the entire map?

Well, in my mod, I did that for the devil and the thane – in exchange, I reduced their initiative, but I didn't touch the vampires – probably out of habit, I think they fly – in Heroes 4, they turned into a mouse and flew – I need to read the lore to understand whether they fly or teleport.

Added 3 minutes ago

still, it's better to reduce their speed, because even with the ability to emerge from any shadow, they can hardly determine that they will emerge in a safe place and not end up in a meat grinder, and in the sixth game, they didn't teleport that far.

In the sixth game, they probably did that for balance – it's a strange kind of teleportation.