I seriously cannot lose even on the highest difficulty. It was fun for a few games but then it just gets a bit boring knowing you will win every game, not to mention almost every battle.
I have only lost 1-2 cities EVER which I quickly recovered.
Now let me say that I have lost in enemy territory when my sovereign failed a couple defense rolls but otherwise, even if I lose a battle or two I am always able to recover quickly once my mana regens. Also if I park my sovereign in friendly territory and just imbue a bunch of Champions...
I feel like I have to intentionally gimp myself. Meaning NOT giving all my Champions bows, not researching archery. Not summoning creatures, not using magic in combat. All the things that actually make the game fun.
Other games on the highest difficulty are actually difficult. Meaning if you crank it up that high you should be prepared to lose and lose A LOT.
It should be a case of "careful what you wish for"
So, I'm curious to hear from anyone that has actually lost past turn 100 for example when employing even moderate strategy.