This is a March scenario. You only need to get one unit through the gauntlet, but really, you should be able to eliminate all your enemies. There are a set of obstacles that you have to negotiate, and you usually get more troops after each one. The obstacles can be quite tricky, so you should save the game frequently, and use more than one save file.
Phase 1: Animals
The first obstacle is 5 Lion Kings and 2 Elephant Kings. You will generally trigger only one of them at a time. Organize your Axemen into two control groups of four each, one on each flank, and a scout/bait in the middle. Reorganize your troops after each encounter to put the wounded units in the rear, while the bait is at maximum health. Very cautiously explore forward, and run away as soon as you trigger one lion, while your flank groups pound on the lion. If you do this properly, the bait unit won't get hurt too badly. Just restart the game until you get the hang of it. Elephant Kings are a different story. DO NOT engage them in melee combat. Run away with the bait until the elephant loses interest, luring it away from your march route so that you can pass by it safely.
At the end of this phase, you should have four Axemen in perfect condition, and a few others in decent condition. You then recruit 6 archers. You could now go back and slaughter the elephants, but you may critically need them for food later, so leave them alive for now.
Phase 2: Archers
Archers have some limited scouting capacity, so use them to explore until you get better scouts. Your way forward is blocked by some enemy archers. If you explore the small lake, you find nothing. Don't explore too far around the big lake, because that narrow shore path could be a death trap for slow units.
You need to fight your way through 10 archers in three groups, although you can only detect two groups at this time. Some people recommend just running past them, but only do this if you want to lose a bunch of units. Instead, lure the archers forward one at a time as best you can, and then leap on them with everybody but the bait unit. Eventually, all the remaining archers charge you all together. At that point, make sure to focus fire on one enemy unit at a time, while your unit under attack takes evasive action. If you are good and lucky, you should still have more than a couple of units in good condition at the end of this phase.
After moving past the area where the enemy archers were located, you recruit two scout cavalry. You can explore the shore of the big lake, but you are blocked in the north by fire from a catapult and in the south by archers.
Phase 3: Archers and Towers
You now have to fight your way past four more enemy archers. Use standard anti-archer techniques when you lack healing capacity: Luring and Ambushing. Your Scouts need to not be damaged in this encounter.
You next encounter an enemy Tower. You have no option except to run past it, and its partner, and then three more pairs of Towers. Only the Scouts can do it and hope to survive. Run fast, and run smart. One of your Scouts needs to survive this phase in excellent condition, and the other needs to be no worse than half dead. You then recruit 6 Cavalry.
Phase 4: Heavy opposition
You next encounter two enemy Ballistas. While one Scout distracts them, rush your Cavalry in to point-blank range and waste them. You shouldn't take any damage in this encounter.
Realistically, you'll lose the scout and take at least two hits of damage.
Keep pushing forward with a Scout. Your next encounter is with a pair of Elephant Archers. The Scout is nimble enough to avoid most or all of their fire. You can sneak by them along the shore of the lake. On the other side of them, you could explore to the right of the main path. If you are not very careful, you could lose your Scout there.
On the main path, there is a second pair of Elephant Archers. Your Scout can also sneak past these ones along the lake shore. There is a small safe area past them, and then a pair of enemy Towers, and then the catapult that you detected earlier, and then your flagged destination. Park your Scout in the safe area in front of those Towers.
You have no option except for your Cavalry to run this gauntlet as a group. Both Scouts need to stay where they are. You could try using the lake shore, but a group of Cavalry is not the same as a single Scout, so it's probably not a good option. Just run straight down the middle, dodging when appropriate. Two Elephant Archers, then two more, then two Towers, and then two more, with two catapults in between them, and two more hitting you from the flank. You can probably avoid the fire from the catapults until you run up against the wall, but not the fire from the archers. Still, you should have at least four Cavalry in good condition at the end of this. Those ones need to go back and eliminate the two catapults on the path, while the damaged ones dodge fire at the wall. Of course, the Cavalry standing right beside the Towers, beating on the catapults, cannot avoid the arrows. The two catapults on the flank are making their contribution as well, and you do need to avoid their fire. Maybe you can get them to blow up their buddies. If you are careful, you shouldn't actually lose any units in this encounter, but your cavalry force will not be in fighting condition at its end. Smash your way through the wall, which takes a while, and you recruit two priests and heal your Cavalry.
Some people recommend not killing the catapults on the path, instead magically avoiding their fire, getting through the wall quickly, and then converting them. This is just a silly fantasy. It is a recipe for losing your Cavalry, losing your priests, and losing the scenario right here. The AoE interface is too clumsy for that procedure to work, and it assumes that you get through the wall quickly, and it assumes that your new catapults can escape all the fire that will immediately be directed at them.
On a side note, you'll probably lose all the cavalry you had trying to take out the catapults. Targeting the wall piece instead of the ground when trying to dodge the catapult boulders will cause your cavaliers to run left and right flawlessly if you have 4 or less cavaliers left. Still doesn't let you convert the catapult and still a major health hazard, but it can help break the wall down with the projectile AoE. Also, your cavaliers will not run as a group through a 1x1 opening. You need to have 2 wall pieces down or to manually move each Cavalier on the broken wall piece then on the other side of the wall. Then you'll be able to heal your cavalry before/while destroying the catapult
While your Cavalry is being healed, assess the condition of your nearest Scout. If it is in excellent condition, it can run the gauntlet of four Towers (the flanking catapults won't hit it). Otherwise, leave it where it is.
You now need to eliminate the western pair of Towers. With 6 Cavalry and two priests, it's pretty easy. The two catapults might even help. Now your nearest Scout should be able to link up with your priests.
When you explore the area where your priests were standing, you recruit a small Transport.
Phase 5: Recruit artillery
You can run your Scout along the river bank to link up with your Transport. The catapults can't hit it. You find nothing but grief on the north side of the river.
It's easy enough to kill the two catapults on the tiny island in the river. Just transport some cavalry over there, and the catapults die. But that would be not only insipid, it would probably lose you the game. There is a rather complex, but perfectly straightforward, and very safe way of recruiting those catapults.
Of course, you could try to recruit those catapults from the river bank, but putting basic priests against basic Stone Throwers is either extremely risky or suicidal.
The proper technique is as follows. First, walk to the river bank with a Cavalry. Move over a certain amount when the catapults shoot. Move back when they shoot again. Keep doing this. Second, move your Transport to the near river bank, but not where your Cavalry is being engaged. This location will be in range of the catapults, but they will not switch targets. Third, move your priests into the Transport. Stay alert in case the catapults do decide to switch targets. Fourth, transport your priests onto the catapults' island. Fifth, let nature take its course.
Phase 6: Recruit elephants
Move back the way you came and blow up the two nearest Towers. Then go and recruit the four Elephant Archers. You can set up some bait units, but it isn't really critical and may not work in any case. The bait unit may need to actually be attacking the elephant, not just be running around in range. When a priest tries to convert one elephant, the other elephants don't respond. Therefore, as long as your second priest can heal the damage caused by the elephant fast enough, the conversion proceeds safely.
At the end of this phase, you actually have a fairly powerful army. Six Cavalry, four Elephant Archers, two small catapults, two Scouts, and a dozen weaker units is nothing to sneeze at.
Phase 7: Mop up from previous encounters
Go back the way you came and blow up all the Towers. Heal all your infantry. The Axemen aren't particularly useful, but you might be able to find a use for the archers.
Phase 8: Orange
Blow up the Orange Towers. Start exploring their territory. Depending on how, exactly, you move your Scout, you may trigger one Catapult or a bunch of Ballistas, or a combination. Run away, then go back and lure the Catapult forward alone, if possible. Since it has a range of 12 and does lots of splash damage, you actually want to recruit it. This is very dangerous, unless you execute the procedure perfectly.
Lure the Catapult to an area where you have lots of maneuver room. Move all your other units to a safe range, but have one priest standing by. When the Catapult is in the right spot, start moving your Scout back and forth as appropriate. Then advance your priest towards the Catapult. UNDER NO CIRCUMSTANCES attempt to convert it unless you are standing right beside it! If you do, the Catapult WILL pick your priest off automatically. But as long as your priest has only movement orders, the Catapult does not perceive him as a threat and will continue to shoot at your bait unit.
You have to deal with 6 Orange Ballistas next. If you recruited the Catapult, then you can easily kill them with splash damage by attacking ground next to them. Otherwise, you need to lure them forward and hit them with your heavy units. Due to the way they shoot, it's too risky to try to convert them.
You next encounter four more Catapults. If you already have one, you could kill these. If you didn't take the first one, you should try to convert one of them; that would definitely make the rest of the scenario a lot easier. But why not convert them all? They are very powerful units, and the conversion procedure is pretty safe, as long as you execute it correctly.
Phase 9: Green
You next encounter 10 Green archers and 5 priests. If you have a Catapult, wiping them out is a piece of cake. If not, you could lure the archers forward and hit them with your heavy units. Then you could try killing the priests with splash damage from your small catapults, but that is at least somewhat risky. Alternatively, you could sacrifice your Axemen and archers and hit the priests with your heavy units immediately afterward.
Phase 10: To the sea
Before pushing forward, go back and wipe out the three Grey catapults on the other side of the ridge north of the river. There is a fourth one on the extreme left that you can't quite reach. You have no interest in owning these units anymore, so they might as well be dead. If you have a big Catapult, this is very easy. Otherwise you could outmaneuver them with your own small catapults or something, or maybe you have to deal with them later. At this time, you might take note that your small catapults actually have twice as many hit points as standard catapults, even the big ones.
Collect all of your important units at the point of your furthest advance and prepare to push forward. If you have them, you could now be exploring with your big Catapults, but you have lots of other units to use for this purpose.
The sea is now ahead of you. On the extreme right, you recruit three more priests. They are safe where they stand right now, but can only be extracted overland, and not until you deal with the two enemy Towers nearby, and the three Ballistas in the east corner of the map. Any of your catapults could blow up the Towers and the Ballistas. You could actually recruit the Ballistas safely, because they are trapped, and your priests have the range advantage, but you cannot extract them, so there's no point.
Further over to the left, there is an enemy force of two small catapults, some Cavalry, and some archers. Your force is powerful enough by now that you can deal with this group easily. On the way there, you recruit a second small Transport.
Phase 11: The archipelago
There is an island in the top corner of the map. It is surrounded by an archipelago, shallows really, and Grey has about 15 small catapults and Ballistas scattered around this region. It would be very easy to wipe them all out with a big Catapult, but it is by no means very hard to deal with them otherwise, although quite tedious. You have no interest in converting any of the catapults, but if you want to have some Ballistas, there are several that are trapped and could be taken safely.
If you don't have any big Catapults, you will need to rely on maneuver. One on one, your basic catapults should beat each enemy siege weapon. The most important consideration is to not take any hits on your Transports, because they can't be repaired. You will recruit two more here, one on the NE map edge, and one just beside the island in the top corner.
The general procedure is to push forward slowly into this area with your catapult-Transport or priest-Transport teams, locating the enemy units and then killing them. If you want to convert some Ballistas, you might be able to do it from one "island" to the next. Alternatively, you could drive one Transport around a target to get its attention, and then rush a second Transport in, landing a priest right on top of the Ballista and laying on the hands.
You are almost on the island. There is a landing beach on its SW side, and there may be one on the NE side, but you can't even approach to find out, because there's too much enemy artillery there, and no place to deploy yours.
Phase 12: The island
The end is near. You can almost smell victory. Continuing on as before, you blow away a couple of Ballistas and a Tower, no sweat. Then you are engaged by a large Catapult. There's nothing else for it; you have to retreat and bring up a scout cavalry. It runs in to perform a reconnaissance by drawing fire, but has to retreat in a hurry. You are facing a bunch of large Catapults, some Ballistas, Towers, and Cavalry.
If you didn't capture any of the big Catapults, you could be in trouble. You could probably do a suicide charge with your best units. You win if even one gets through the final gauntlet. You might eventually have to do that in any case, but if you can, try to eliminate some of the opposition with bombardment first. Standard luring techniques should still work as well.