So I played a couple of beta 4 games (not full games of course; due to game ending crashes; but several hours) and I haven't figured out how do you get henchmen? Normally there is one near you when you first start but after that I don't seem to find them at all. I thought mybe buliding an inn would help but it didn't seem to do so. In my second game which lasted around 6 to 7 hours (before game ending crash) I had the one henchman at start of the game and one other that joined a few turns later and that was it for the entire game.
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I think I reached level 8 in that game but would have to double check - I also think there was one other 'thing' behind a red lock that required level 9.