I do not know why you cannot train mages, but if you have the gear researched you can design your own unit with ranged staff damage.
Also, anointed by fire has no ongoing mana cost -- it's a one-time spell [for each person you cast it on] and after that your champion has that ability (I was surprised by this, also, but it is the result of researching "rituals" so from a flavor point of view it makes sense). Also, anointed by fire can only be cast on champions (and by that I mean "channellers" -- I am not sure if this includes henchmen or not but since you do not have henchmen right now that probably does not matter to you).