I have played 70% of the game so far in insane ironman mode. So here I share things that may be useful for anyone looking to play this mode. (this may be further updated if needed)
 
 

 
 

Strategy Layer

Money, resource, etc., should be no issue since the game has no timeline and you can repeatedly glean resource via legion mission. Conquer region is also easy peasy. For army leaders in battle, I typically just use whoever gives me most loot.
 
 
For camp upgrade, I focus on the armory — forge — foundry path. As this gives you level 1 – 2 – 3 weapon / armors, and allow you to forge tactic items. IMO getting the forge early in Act 2 is especially important for early-game survival; and foundry is more optional (because your Praetorian would probably be good enough by the time you get foundry)
 
 
For other upgrade, speculator tent is certainly a must (to replenish the tactical items); the factory / arsenal gives you better stratagem, which can help give you better loot & finish game faster; all others are quite optional.
 
 
 

Tactic Layer

In battle, enemy are stronger than you in HP and damage, and will always use tactic items (fire jar / pilum / poison). Luckily early game in act 1 they are on par with your Praetorian, while late game they can be 50% stronger.
 
 
Always equip any tactic item you have (everyone should have pilum, then equip some bandage / fire jar), and grab any free items on battle field if movement allow. Forge more tactic items until all your Praetorian have pilums.
 
 
Weapon upgrade is more optional, but do craft all the unique items, and upgrade any weapon / armor if you have resource.
 
 
Battle should be fast and quick. The more turns you have, the more damage you suffer. So in early game, this is achieved by 1. free pilum use; 2. kill the militia enemy first (enemy with a chess icon), so you get one extra action; 3. the bleeding / harried / burning weapon effects that lower enemy damage, health, movement, etc.
 
 
Then in late game, it will be easier — archers machine gun everyone, and Veles will solve any remaining individual enemy.
 
 
 

Praetorian Perks

Other than story companions, additional Praetorian can be recruited from the camp starting from Act 1. At max level one can pick 19 perks.
 
 
The perk choice below is certainly not unique, but so far the most effective in insane mode.
 
 

Sagittarius:

 
Early game archer is a little underwhelming, since it has similar damage as others but worse in survivability. However late game they are absolutely OP and will handle most enemies in 1 turn. This is also my main char.
 
 
The machine gun build:
 
Perks
 
Hunter: quick shot (starting perk), versatile, skirmisher, arrow-stab, pinning shots, barrage, find-weakness (10 points)
 
Sniper: marksman, mark-target, walk your shots, seize ground, assist (9 points);
 
Do not pick anything from marksman.
 
 
In early game (before getting barrage), equip your archer with one bow & one melee, and pick versatile perk to boost your damage (it works well with the action point refund kill, as archers have high movement).
 
 
In late game, every archer shall equip two bows with normal damage skills (aimed shots / fire shots / crippled shots, etc.), do not equip weapon skills that penalize your accuracy / range / damage (say half-draw). Once battle starts, click barrage — then you simply walk around and shots everyone: 6 shot from weapon skill, 2 quick shot, 1 assist, 1 more arrow-stab if you are lucky to get a melee. That is a total of 8-10 shots in turn 1, about 100-150 damage, enough to kill 3-6 enemy per archer.
 
 

Veles:

 
This is a good character from early to late game. Especially good for killing enemy leader.
 
 
The Marathon Build:
 
Assasin: lone-wolf, cheap shot, sneak attack , assassinate, marathon, focus master, rush, first strike. (11 perk)
 
Duelist: born-ready, shiv, — (the middle 2 level can be any 3 perks), then quick-witted (8 perks).
 
Do not pick anything from brawler.
 
 
In early game Veles is a good damage dealer, especially sneak attack in first two turns. From mid-game, once you have marathon + born-ready + rush, they become true assasines: click marathon, move to enemy leader, sneak attack + shiv, then use rush to refund your action, and strike again; or you may use duel, rush, then sneak attack + shiv. It will easily deal 50+ damage.
 
 
Strictly speaking archer with barrage is still better in damage output, but archers are limited to movement and target sight and cover, while Veles can use marathon to reach anywhere in 1 turn. That is why at least 1 Veles is a necessity in battle.
 
 

Princeps & Triarius:

 
They are useful in early game. Princeps are tanky and shield can absord damage very effectively; Triarius can hit from range, and can heal, and there is a strong 5-hit unique weapon in act 2. But in late game under insane mode, their damage output is simply worse than Archer and Veles.
 
 
I just level them up in defender / vanguard, and medic / destroyer route. It does no matter much since they serve the supporting role.
 
 

Teams:

 
In early game your team shall be relatively balanced to cover all your defense and heal needs. In middle game (act 2 onwards) your Veles with marathon and sneak attack is the best damage dealer, so bring more of them.
 
 
Then in late game once you have barrage on archer, all you need is 4-5 archers to solve most enemies in turn 1, and 1-2 Veles to finish enemy leaders in 2 turns.
 
 
In story-based battle you are limited to your companions. With main char being archer, you still have 1 Veles + 2 Archer, which is sufficient in my battle so far.
 
 
Sometimes, however, enemy will move first in turn 1. This may cause you to lose some archers before they can start hitting. Just load your save and re-position your other troops to take the damage.
 
 

 
 
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