Well proble is with Kislev campaign is that Katarina is heavily at disadvantage. She earns favour/support slower so you need to plan first 10-15 turns with good precision. And then the question of Norsca/Skaven arrives
Throt doesn't really attack you but he is a pain, Norsca to the North must be dealt with ASAP. But you just don't have time, cause if you falter with soul catching you can lose.
Also Kislev currently has a big with supply lines where even if you disband the lord he supply lines remains
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The custom demon lord campaign is just insane, yes it is fun but man you will be at non stop war 24/7 with EVERYONE, hell even Wood Elves sent a stack at me.
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Cathay is ridiculously fun and good. They are like Dwarves just better IMO because they can use magic.