A couple of things for anyone else crazy enough to try this (I haven't finished the final two fights yet)...
1. You MUST be level 5 by the time you defeat the Dwarven stack, the first of the Shelter stacks.
2. By level 5, you've spent your runes on Diversions 1, Concentration 2 and Chaos Magic 2. You'll have about 4 Mind and 4 Magic runes to spare. This is so that you can have a pool of about 50 mana for each fight, you can cast Level 2 Kamikaze and Frost Grasp, and you have one trap on the field (and a chance for troops to lose their turn, which as Matt explained, you'll have to abuse to get through these last two fights).
3. You need to do 10 fights to get up to Level 5 by this stage. These are 3 on Portland (easy), 3 in the Catacombs (quite hard - all but the two biggest spider stacks), 1 Spider in Dragandor (very hard), 1 when you get Bagyr/Neoline (very easy), 1 Captain of the Guard (quite easy now that you are level 4) and the Dwarven stack in the Shelter (easy but time consuming).
4. All of these fights are using just 2 Vampires. You could use the Ghosts as well to draw enemies away on certain fights. You will have to learn how to use Vampires optimally, which means learning exactly when to move and transform them. The great strength of Vampires is that they regain ALL hp when they transform, so it's very important to learn to use the Wait command strategically.
5. Having said all of the above, I've been banging my head against the wall with this over the past couple of days.
