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You didn't mess up anything but there are some principles of squad design and damage absorption that will need to be applied depending on the difficulty you're playing on. From here on out, assume I'm talking about Warlord Difficulty. Ludicrous is mostly the same but severely cuts the effectiveness of healing.
Firstly: how are you building squads? What kind of squads are you using to engage the enemy? How do you organize them? Is it Kuroda's squad that is giving you a lot of trouble?
Here are some basic layouts for early game:
Lindvoa (MC) as a healer + a medic + 3 fighters = pure durability infantry squad with good sustain
Diana + 2 medics/priestesses + 2 acolytes + 1 archer or light infantry = high durability brawler squad, good anti-magic once you have the technologies unlocked
Stefan + big cat + 2 medics/priestesses + 1 fighter = great light infantry damage squad with some survivability
Jules + 5 archers = high damage archer squad; don't let anyone touch him ever, upgrade to horse archers (4/6 must be horses, always over half) so you can canto
Sybil + another healer + 2 heavy infantry = another tank squad; she shines more later
Abigayle + 2 dwagons + 2 acolytes = good magic damage squad
Barnabas + 3 cavaliers + 2 medics/priestesses = heavy cavalry squad, great for softening up targets for your infantry
Another archer squad = another archer squad
It's to be noted that, in SoW, you'll often want multiple squads working together. It is almost never advisable to send a squad into combat alone unless they are the cream of the crop; position squads side-by-side and remember that if you're so lethal that you wipe you enemy, a new squad can take that fallen squads place. If you only wound the enemy squad on the enemy turn, they won't get additional attacks against you.
Lastly: when you organize a squad, never leave a unit up front alone. They'll just get drilled. If you have healers, spread the damage between 3 troops and let your healers top them off. Remember to heal out of combat, too.
Are you able to deploy all 8 squads at the start?
Composition of your Squads. What are their levels, and Artifacts.
What's your Tech Tree Like. Do you have points available to get extra upgrades?
What do you have in your reserves?
What artifacts do you have in your inventory?
Is this your first run? What Difficulty are you playing in? Do you have permadeath on?
Do you have the DLC?
You'll get Barnabas sybil and jules back beginning of turn 2. They will be what ever they were when you were captured.
Tactics are pretty straight forward and given to you in the preceding conversation between Diana and the MC. Diana will stone kuroda at the south central bridge with archer support. Mc goes to the east bridge als with archer support, Send the rescuer and Abigail with additional archer support to eliminate the cavalry to the west and then block the west bridge. From there it is pretty simple, Barnabas' group takes out the northeast cavalry picks off the objectives to the east.
You do not need to have your main char as a healer - I tried the two variants out for a moment when they recently became available and switched back to the original heavy infantry type that is simply not as squishy. Any of them will work, though.
As the others said, your typical squad wants a healer in the center, something to bodyguard them from behind and good frontline of either spearmen, shield bearers or knights. A squad like this will *always* work.
Diana's squad is very solid as it comes and can easily be extended along those lines. I do not usually build Paladins for other squads (the precious orbs are better used elsewhere and Bulwarks, Pikemen, Knights or Twohanders are excellent units) but I keep hers and upgrade them. A Sorceress in the middle along with her healer(s) and she simply crushes any squad of your choice.
If you do ranged squads, do full ranged squads, do not dabble. If you dabble, you have a squad that is terrible at actual shooting (ranged units deal low enough damage as is) and weaker in close combat. At most a support unit in the center (healer or oracle), rest archers. Later in the game, the frontline can be units capable of melee. I like to use Samurai there because they can still shoot with the others but double as medium toughness spearmen. I build all my ranged squads around characters that fit these criteria. Jules shoots himself, Sybil (for most of the campaign anyways) fills the healer squad, Narima is excellent because she is a hybrid like the Samurai. Abigail would be a good candidate if not for her wanting to use dragons. A healer main char would also be a decent archer captain.
Avoid using lots of light infantry, they are hard to use and heavy infantry and cavalry are much tougher overall. The guys that lend themselves to a light infantry squad should be the only ones using them. I.e. Stefan and Raskuja when you get him. These squads still profit a lot from having at least two heavy guys in the front to absorb hits, though. Remember that the troop type is determined by the majority of the unit. Mixing in 2-3 slower guys is not a problem.
Speaking of that, this is the core reason why cavalry are not only simply better but also very easy to build. Cavalry squads are faster than anything but light infantry in forests and have that crucial fall-back move that allows them to vacate the spots for followup attacks and even potentially stand safer. This is incredibly powerful and you should aim to grow most of your melee units (i.e. about half of your army) into cavalry typed squads. Knights as your mainline, a Valkyrie or two as your healer (Hospitallers until you get there), possibly a Hussar or two in the back if you like those. Intersperse with a few foot units like a magic user, polearm wielder or even a heavy hitting light infantry somewhere safe in the middle if you like.
Similarly, the Raiders are simply by far the best ranged unit. Ranged squads consisting of all Raiders, one healer or Oracle in the center and two Samurai in the front have fantastic mobility, decent damage, decent toughness and can maneuver to stay safe from the few real threats with ease.