Case for Castellans
First of all - you don’t have good fighting lords. This is due to Dawi Zharr are the army discontinued since 6th edition, and reinstalled only for the purpose of Tamurkhan - The Throne of Chaos expansion.
Even there, they do not represent Dawi Zhar in total, but only penal company from Black Fortress. It is like saying that Karak Kadrin Slayers represent Dwarfen Race. Or Dark Elves are composed entirely of Har Ganeth Executioners and Witch Elves.
Instead of calling that a full army, better think of it as of “Dirty Dozen” stacked with “Navarone Guns”. Yes, yes, we have unofficial fan rulebook adjusted for the purpose of 8th edition somewhere in depths of internet, but I’m discussing only official sources in here.
Named Lord is one and only - Drazoath. And he’s mediocre in terms of stats and skills, although the model itself looks nice. Fighting Prophet kitted properly can be better than him, but still won’t face Karl Franz, Malekith, Archaon, or any posterboy Lord. So you have to use cannons, infantry, magic and support them with versatile heroes. Castellans. And make sure to have quite a few.
Your Castellan comes basically with the stats of Dwarf Thane with LD9 instead of LD10 for 40 pts more and that makes it expensive. On the other side, you have few good LoA magic items, access to magic items from main rule-book and 75 pts big slot to fill.
Use Castellans as supportive character. Their presence in a unit makes your infantry Stubborn (and your standard Armour Save is 4+ with 5++ Ward Save against flames). So make sure to have at least 1 per unit of infantry. Give them some real damage dealing weapons, and see the world burns in the game of attrition.
Of course - what you get to your Castellans depends on location, tactics and who you intend to play against. If opponents will be moaning “you fielded too much artillery”, well, your excuse is - lack of Lords, apart of one sad type from Tamurkhan and one sad character only to be used in AoS.
I established 3 types of Castellan build.
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“Incoming fire from the sky” Castellan - if you have a spare Castellan, give him Arabyan Carpet, Shield of Ptolos, and either fireglaive or great weapon. And use him as a shooting regiment, wizard or war-machine lone hunter.
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“Must obliterate this scum” Castellan - Black Hammer of Hashut for 2+ to S, and to kill outright flammable model, Potion of Speed to make his Initiative upgraded from 3 to 6, and some defensive equipment to discard hits in fight. As you can see it works perfectly with Ashstorm.
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“Hold the line you maggots” Castellan - Tankish armour or Ward Save (or both), Great Weapon and Pistol or Fireglaive, or Magic Weapon. Just to have Hero in Unit with proper damage output. May want to add Ironcurse Icon for 5 pts - that gives whole unit 6++ Ward Save against shooting from warmachines.