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What army is the most defensive and what would be its most defensive build.

I'd say Dwarfs. They can have blocks of 3+ armour troops and a lord with a rerollable 0+ save.

Yea dwarves have heavy armor as standard for melee units, have crossbows and handguns, and have every single type of generic artillery in the game. Of course pure gun lining is frowned upon though

Gotta agree with dwarves, but for different reasons. They can take huge blocks, crush yours with artillery, and then deny you your infantry killing magic. Basically in a game of rock paper scissors, where infantry blocks are rock, they deny paper.

Dorfs. Armor and anti-magic. You're generally going to be on a slow grind one way or another.

Would the Lizardmen with a life Slann be close to the Dwarfs in defense.

Lizardmen aren't defensive like Dwarfs are.

Dwarfs. Of course. At my FLGS, my Dwarf nemesis constantly uses a gunline formation. Boring!
They never move an inch, sit back and shoot while firing artillery all around and are tough as in CC. And yeah magic against them is pretty .
(yes, that was a fit of dwarf-hate on my part - don't misunderstand me, I actually like the shorties - most of the time)

You had to ask this? Did you know the uber-craftsmen perfect work race living in fortified holes in the ground are present in this IP?