Do Henchmen gain the stat benefits of the city they are built in (i.e. the extra level from a fortress, unit buff enchantments cast on a city, etc.)?
I believe so, yes. In order to check, hover over each stat. Heart of Fire will give you an extra bit of fire attack, Aura of Might will give you a nonzero base defense, and so on.
The extra levels from fortresses definitely apply.
Yes, essentially Henchmen are trained units that also happen to function like Champions with <DividesBattleExp> of 0. So they get all training unit bonuses that are on that city when they are finished being trained. And if you have Defense boosting buildings and Aura of Might, they add together - there used to be a bug when Forges etc. and Aura of Might were on at the same time, but that has been fixed now.
Yes, I know this because I give my Henchmen the "Veteran" and when they pop out I get two free level upgrades. I make them Commanders plus Road Builders or whatever.
Henchmen are crazy good.
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