Hi there,
attempting to find the most powerfull combination that is not using captured beats (which can really spiral out of control on insane world difficulty), I went with the following setup:
Gilden Blood, Enchanters, Wanderlust, Masterwork Chainmail, Lucky, Scouts
The enemies turned out to be Yitril, Kraxis, Resoln, Pariden and a custom faction I made which is
Gilden Blood, Enchanters, Wanderlust, Light Plate, Lucky, Defensive.
The immidiate land was quite nice, the capital being in a good 3/3/2 spot. I was quickly able to built a 4/2/2 riverside lumber conclave and a 3/3/3 Fort. Then, problems started!
First, Gilden actually has a major advantadge in early expansion on insane, since guarded strikes means that they can clear mite mobs with swarm tactics and having a designated tank (memorize which units the AI is hitting, have this unit use guarded strikes and everyone else do normal attacks). I turned my Sov into a warrior, with hindsight, defender would have been better.
Guarded strike by the way also works well against Insane level bear cubs, having some extra defense (actually, the Starting Gilden Spearmen in a custom spearmen and has iron skin too) also reduces the odds of getting mauled to death by a lot.
The toughest fight early on was against 3 insane ice elementals (about 100 hp each) backed up by some spiders.
A bit later I commited a major mistake! While expanding my conclave, I took 3 ophidians (on more normal difficutlies, they would be absolutly no problem at all) a bit too lightly. It turned out that they were all level 12, had a bit over 100 hps, dealt solid damage and were nearly invincible to conventional weapons. I managed to hold to until enchantment, get a mage unit and used that (and an Umberdroth from a quest) to blast them.
However, now 2 things happened:
-Yithril declared war on me
-That megajuggernaut appeared and also moved towards my conclave! I decided to risk my army (2 starting units, rolands adventurers, Sov, Umberdroth on level 4, Ice Mage unit) in defeating him, and did so, but only the starting militia, the ice mage unit and the Sov himself survived.
I did manage to produce a new army that won some skirmishes against Yithril, but the other custom faction attacked Yithril and got him to make peace.
The biggest "RAAAAAGGGGEEEE" moment was when I got the Ascian quest about 2 turns after defeating the mega juggernaut 
I am roughly half way through the tech trees, and all of the AIs are already researching refined technologies which is fun, having AI Mage heroes with a bit over 100 hps is also "interesting".
I am now getting ready for round 2 with Yithril using the troop type I wanted to use for this: All welcome the Artfull dodger!
Riding on a Warg, equiped with an Aegis Robe, a Cloack of shadows, soldier boots and otherwise leather armour, armed with a combination of fending blade + kite shield and especially trained in finesse and both +10 dodge traits, this charming little lade has more than 50% dodge, gets a defence of about 40ish while defending, has a fair amount of hps and still kills trogs nicely since they have +4 fire attack from heart of fire, backed up by 2 fire and 2 cold attack from 2 amulets, unless they get swarmed, the opressors just dont hit (and even if they hit, they actually dont do that much)!
The artfull dodger also gets about 3 actions for every trog action, which helps a ton too!
What I really like on insane in general is that battles actually take a lot of time. My troops are very endurant by design, and the AIs troops are very endurant due to the massive boni on insane, so battles actually take a while!
What is worrying is that the custom factions has about 4 times my score, has already eaten Kraxis and is now eating Pariden (and will propably eat Resoln next), without breaking a sweat! I guess I created a monster!
