There is a treasure card that gives dying wizards a after death 20 sided dice roll attack... Is that done as a first strike attack too? or just a regular attack with retaliatons...
This matters if the wizard is fighting another unit with first strike
It is done immediatly after the wizard dies so if that is during the first strike 'phase' of the attack sequence then it will happen immediatley before the rest of the figures get to attack.
Also, are you limited to 3 for the number of castles you can build? If you capture a castle, do you replace it with one of yours, or does it stay the same color of the person you attacked it from.
None of the units are limited to the number of figures in the box. You will have to use proxies if you would like to have more than 3 castles.
Also, if you capture a castle it stays, you do not need to replace it with one of your own. In practice the colour of a castle is not relevant. You could paint them all the same and use them as a common pool of figures and it would not affect gameplay.
At our house we play that you are limited to the number of figures in the box except for the footsoldiers which can use the provided chips for increased numbers. This means you have to be careful about where/when you build that 3rd castle because it will be your last and it also makes taking control of another player's castle that much more significant. But that is a house rule and not the rules as written.