Legendary/Legendary
Since I'm 50 hours into the game (currently 1.6k) I have always played on campaign difficulty Legendary. But battle difficulty was most of the time just Hard.
Decided to try out Legendary battle difficulty and I think it's really manageable and I never thought that some units are worth it.
Currently playing as Gongsun Zan and got him 2x Shock Cav and 1x his White Horse Fellows, Zhao Yun got 4x Axes and 2x Jian Swords while Jinting got 4x Militia Archers and 2 Trebuchets.
The start was really easy, got the mine and the trade port, for the Dilemma I went with the historical way so Han Fu got fused with Yuan Shao.
I went to take the nearby Fishing Port at Bohai and shortly after that Yuan Shao declared war on me (that's where I switched Jintings 6x Militia Archers to 4x and 2x Trebuchets) but I instead went to the nearby city to take it and it worked really well. Yuan Shao made Liu Yu his ally and also Gongsun Du broke his trade deal and his non aggression pact with me and declared war after two more turns.
Yuan Shao had the capital of Anping which I conquered immediately and I also took the farm a turn later.
Surprise, surprise, Liu Yu declares war on me as Gongsun Du before him.
Back to Yuan Shao;
Han Fu and Zhang He (both absorbed into Yuan Shaos faction) tried to attack me but both got destroyed and joined me. Yuan Shao wanted peace so he payed me 150 gold per turn for 10 turns.
My army at Anping wasn't able to to move fast back home where Liu Yu besieged and sadly successfully conquered my main city. But then it happened;
He attacked the nearby mine but I was able to defeat him. Thanks to that defeat, my main army then conquered his territory on their way back home to retake my capital. First he lost the entire Dai commandery and then his capital at Guangyang and met his fate at the succefull siege at the capital of Youbeiping.
Gongsun Du? Well he marched near to my port where Tian Kai and Gongsun Xu where stationed (without army, only Garrison) so he didn't attack.
After 10 turns Yuan Shao redeclared war.
He besieged Anpings capital (and declared War on Cao Cao) so I came back to break the siege;
I placed the Jian Swords left and right from my 4x Axe units into shield wall;
Yuan Shao fields so much Cav on both sides of his flanks my Shock and ranged Cav (and Gongsun Zan/Zhao Yun) can only take on one side.
However since my Jian Swords are in Shield Wall the his melee cav really got huge problems to overcome them.
The Axe Units with the combination of Jintings armor debuff of 100% really can hold themselves in the combat against his Defenders of Hebei.
After that battle I executed Yuan Shao and now I'm on my way to take over the entire north.
I really have to say that I expected especially Yuan Shaos heavily armored troops to be way more deadly on Legendary battle difficulty but with some tactic it's really doable and easy.
Win the Cav battle so fast as possible to the help your front lines. And I really rarely used purple/melee units, most of the time only shielded spearmen but hell, Axe Units can eat through shielded units so fast and break the morale of them it's crazy. And against unshielded units they hold themselves really well too.