1) Elves or other enemies with lots of archers. If it's Elves or Dwarves with S3 Bows (or similar Longbows like what some Gondorians have), they wound regular Goblins on 5s and Blackshields on 6s. You could do a line of Blackshields if you want to go that route. The other option, which I'll always recommend anyway for Goblins, is to be faster. Any hero with Heroic March: I believe that's the no-name Captains and Durburz, will mean you're spending less turns being shot at and you're not getting outmaneuvered by your opponent. A Moria army is comfortable taking lots of small heroes, so you should have enough Might to cross the battlefield and still have enough to get in battle.
2) Blackshields or regular Goblins. Think of what they need to wound you. Uruks and other S4 enemies wound D5 and D6 on a 5+, so you don't benefit from Blackshields there, you're paying a lot more points for nothing. Blackshields do have Hatred (Dwarves) so they get +1 to wound against them, so it depends what you're facing. I'll have to do math to see if they're worth it against S4 Dwarves or if you'd be better served with more Goblins. If you don't know what you're facing, you could do a mix, you have 3 very good troop options in Warriors, Blackshields and Prowlers, and each of them has a place where it does better than the others.
As for the FV issue, yes, Goblins have a low FV, but you have tools available to you to boost that. The army bonus for one thing, Groblog is another (if you can get it to work, then Goblins near Groblog benefiting from the army bonus are FV4, Prowlers are FV5 and Durburz is FV6 with the option to Heroic Strike). You've tried the Bats, I recommend practicing some more with them, because they can definitely be game-changing if you use them well. It comes down to timing, knowing how to isolate your targets without getting counter-charged, and that comes with practice. What I can say from my experience with them is that you want access to Might for Heroic Moves, you want more numbers so you can tie up everything that could interfere or counter-charge, and then you can pair your Bats with something to do its damage.
Another thing you could do with Bats is get Druzhag. He's his own army really, but it's a fun army that can do lots of cool things, and is hard to predict where you're attacking next.
3) The Watcher would just have to fight something else other than the big hero, unless you're using either Bats or a Heroic Striking Durburz/whatever high FV hero you want, then you can team them up to get your kill. The Watcher is really good at disrupting formations, rolls lots of dice, can do damage. You have to build a strong army around it.
Big thing with horde armies like Goblins or Orc Warriors: it doesn't work if your opponent has more Might and a similar army size. You NEED to significantly outnumber and you need the flexibility of lots of small Captains. Your models die way too quickly, the only way around that is to just have more. Your Bat Swarm problem in your last game is a good example, your opponent was able to put more Dwarves in combats, so you couldn't get a Bat Swarm in there or it kept getting tied up. If you have too many Goblins, you're able to control what your opponent can and can't tie up.
I used to do this sort of thing all the time with Shelob: she and Shagrat (old Captain profile) would wait in the corner for an opening to attack the enemy leader. Once I get that opportunity, all my Orcs would tie up anything that could possibly interfere with that combat, and Shagrat and Shelob would charge the leader and usually kill them in one turn. It's a lot harder to do if you're outnumbered.
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