Really do appreciate your response - many other similar alphas do not even acknowledge feedback. Nice to be appreciated!
Started and finished a new game, difficulty 2/5, on one of the small maps. More feedback, in no particular order
Issues:
Battle areas feel cramped. They would be fine, except unit movement is generally quite high. 4 to 5 in battle? Makes getting around too easy.
Please show to hit chance / probably damage indicators over units rather than in bottom gui (see how AOW does it). It is often a bit annoying to find, and doesn't work for multi-target spells or abilities.
Need some battle mechanics transparency somewhere. What exactly is the flanking bonus? How are resistance to abilities (eg stun, flank) calculated?
Ranged units are a bit strong right now. Would enjoy a ranged accuracy penalty past some certain range, or a penalty for shooting through terrain / shooting at units in 'cover' cells.
Kael randomly died in tactical on me. Had 2 hp, ran him away from enemy. No ranged enemies or spells. Next turn he just disappeared.
Crafting can be very random. Got the hunters short sword on turn 15. Really made the game a ton easier for me.
Units need to heal the hp they gain on level ups.
When a city expands, need an indicator of what tiles are being harvested.
Finally found some equipment rather than just crafting materials. Unfortunately, it required level 18!? By the very end of the game, maxing xp on my starting champion only got him to 12.
Autoexplore scouts should gather treasure chests
Shift - move orders on world map would be appreciated
Ability to move again in tactical (if moved less than max movement) would also be nice
Scout was attacked and died while auto-moving. The area stayed revealed for several turns.
Scaling feels way off - once I got 2 shards, game really sped up. Once I had 4 shards, it didn't take long to max all possible spells and level up my sovereign a half dozen times.
Enemy lieutenants are kinda weak since they have no support. Just debuff them (graveseal is especially nice, or shrink), surround them, and kill. They need to start with an army, probably with some support units to cleanse them.
Mounted charge feels very strong. Long ranged, seems to deal full damage ignoring armor (if not, see battle mechanics transparency). Possibly make it cost life to ride through enemies?
Mounted charge going through obstacles / friendlies feels wrong.
Mid game, the enemy started spamming armies at me. A nice change from being totally ignored, but my main stack can't deal with 3 to 4 new armies (many of them only 1 unit) each turn. It drained my movement, and units still slipped through to my shards (as singletons). Very frustrating - I don't feel like it is advantageous to keep a guard just to protect a shard, but we need some way to deal with a few leakers. Also, enemy armies should be fewer but more powerful.
Towards the end, when researching quickly, I would go from 6 choices to 3, then 1, then none. What happened to the other choices?
Marching orders sovereign skill doesn't work (interaction with the spell that gives similar bonus perhaps?)
Hurl boulder graphics. 
Late game I just beelined the SK capital with my main stack. i was ignored by approximately 30 enemy stacks on my way there, many of which were full armies. The only units that would attack my were ocassional roamers.
Couldn't use shadow keys on my first attempt at the gate - had to do so several turns later.
Last fight was rather lackluster - again, limited support (died to one blizzard scroll). Once that happens, just debuff and surround.
General / Suggestions:
Would be nice to be able to spy SK's current goals : Rather than "Shard was attacked", we may know that SK is focusing on destroying this particular shard, and get a notification when it is completed and he gets a new goal. Could also know that he is focusing on destroying one of your cities, winning over a minor faction, doing a quest, upgrading his own cities / settling, etc.
AI shouldn't just ignored you throughout most of the game, and then suddenly start spamming armies at you. A more gradual curve based on your threat is needed. AI armies are also lackluster - trogs warriors/archers have absurdly low hp, and both the casters are pretty weak. Ogres and the berserkers are a bit better, but by the time they came out spells and cavalry could kill them before they could move.
Crafting system feel less like "I want to craft A, better go out and find required ingredient X", but "have XYZ, hope I can craft something useful with them". Already used all your wolf pelts on gloves early on? No cool shadow cloaks for you!
Midgame feels non-existent. Went directly from struggling to clear bandits to get my 2nd city and shard to feeling like I had researched everything, could take down lieutenants and neutral stacks with ease, and beelining for SK capital.
SK feels like the neutrals from FE - this is a bad thing as this was very frustrating trying to figure out what they would do. Sometimes he will attack outposts / farms / etc - or not. Sometimes he will throw some units at a shard - or not. Sometimes he will attack a city, other times walk by. Same for my offensive stacks. Please give more clear rules (these can change over time). Also need more ways to deal with small attacks (1 enemy beelining my shards), and more of an early-warning system.