First, playing on "Medium" battle difficulty is the suggested level, since playing on anything higher will result in the AI having overpowered units.
The Saka generals are cataphracts, meaning they are really well armored and can take much more damage. Between their armor and the bonuses they get when you play Hard or Very Hard they would be hard to kill.
I'm a bit confused about what the rest of what you said. And what's with the Nazi reference?
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