[Der Wanderer]

what you need is the following line in the main part of your troops description
posthitmaster=features_burn
However, I never managed to have multiple effects and assume in order to have them you need a script that combines them. I'm actually not sure as my coding skill are next to inexistent if this is even possible, since they would occupy the same variables (and I'm unsure if you can simply add additional ones).

The army of light seems to have multiple effects e.g. the firemage has BURN and HOLY. From the script it appears though as if he has EITHER burn (on any race but the undead and demons) OR holy (on undead and demons).