I got my Warlord and Rogue victories in Naga City very quickly, actually. Took me two attempts for the Warlord (got lucky and got a keg of mana and found Jehora at level 1) and four attempts to get it as the Rogue.
Actually, I had more trouble with Dragon Isles than I did on Naga City for some reason. Guess it was just luck of the draw in terms of where I found my alters and deities. Beat Dragon Isle with Berserker, Warlord, and Assassin (later added Bloodmage, and I have an old Rogue victory that was wiped out in one of the patches). Beat Naga City with Thief, Warlord, and Rogue.