Where did you get that Elixir? Seems like You Ting is where I got the best Elixirs and Wind Scrolls....
He Fei Castle Wei side on Hard/Very Hard is the toughest stage in the game in my book. Wu starts right in your area and have a seemingly endless amount of soldier comes in, and even with Red Hare you can't ditch the front line to take out gate captains because your army will die off. You can't go in the courtyard because archers come to mess things up, so you have to choose one side of the courtyard. The other side will begin to fail so you may have to head over there. But I have had many times playing through that level where I have basically been down to my guy and the leader (Cao Cao or Sima Yi). Fun times. Some Wei characters are certainly harder to use than others - Xu Zhu probably being the toughest. It'd be a lot easier if Cao Cao or Sima Yi would stay up in the castle on the top level where they are when you fight Wei! But of course they have to run to the front lines.
I will say that Wu Zhang Plains with Xu Zhu is extremely tough with all the archers in that level. You pretty much have to use the Bow Defense item (Nanman Armor?). One cool thing about Xu Zhu is if you have the Elixir and he's in danger health, you can use the musou and have him lay on the ground and re-charge it

. Problem is with his 4th weapon, he has a musou max adder of +88 which actually hurts you because it takes longer to fill up.
The newer games have more stages and far more features, and to be fair I haven't played 7 or 8 much, but the gameplay on DW3 far surpasses the others that I have played.