right now I appear to be in line to win my first game on immortal.
I basically used a custom "not druid" with coercion, in hindsight, hypnotism would have been better.
On immortal, things have tons of hps and defence, therefor it is of huge importance to gain enchancers for your offense.
The most common buff is "Howl" for direwargs, followed by "bless" from some randoms and adepts. Howl adds +1 damage per level of caster for all of your units. Given that Wargs tend to be level 10ish, this is the equivalent of getting a mid tier weapon on everyone in your army. Even better, since your first warg will be of far higher level then anything else in your army, it will go first, and can use howl as a first action. Note that the Warg can howl as a first action, while other normal wolfs cannot.
Enchanters are more tricky, since they do require crystal and crystal is pretty rare. If you get one (or a random unit with this ability, the Paridenian refugee or any cleric also have those), then craft him a bunch of aspects of speed with troll blood accessoiries. This will make him/her vastly less squishy, and get that cast of far earlier. Often, a cleric cannot cast on turn one, but if she goes early enough she can divine shield somone/herself.
As far as meatshields, Sentinels are ok, Pikemen are imho too squishy to take hits, so I generally go with a bunch of captured spiders. The spiders can also web things, and especially webbing enemy mages or archers is strongly recommended.
I found it a bit sad that the Tigerish beasties are practically untamable (chance to resist tame is 97%), although if you got someone with shadowbolt and enough spiders you eventually can tame them.
I do not fully get the criticism concerning the ranger hero. Bump his initiative enough, and he does deliver. Frozen arrow and lighting arrows are occassional lifesavers (try fighting 3-4 level 20 Dark apprentices without ways of shutting their spells down, they also have 150 hps each so good luck killing them quickly), and hellfire arrows have somewhat decent synergy with webs, although their damage is kind of bad (does it perhaps depend on hero health like the fire dudes fire does?).
There still are some thing which are weird. For example, a dark apprentice on impossible can either nuke your entire army for 30ish damage, or do life drain which gives her 1 hp and take 1 hp away from everyone in your army. If her health is low, she will generally life drain first. This is btw. where basic strategic damage spells get very usefull. The Dark apprentices guarding things usually have so high initiative that they will go first, and damaging them a bit gives them a chance to cast life drain and not dark spread.
Due to the high hitpoints of everyone, I found it most usefull to go for "summon ice elemental" which freeze the entire oppsing army for a turn. This is a pretty big advantadge.
TlDr: Wargs are lifesavers on impossible. Also, charm rules, ideally get hypnotism too.