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No, they don't count as spears, only as throwing weapons.
The side effect of this, that you seem to have noted, is that building an effective shieldwall against anything with more than 1 attack is pretty much impossible. Instead, you need to play in a more skirmishy style; your shield guys are only there to set up a counter-punch.
I suggest having your Throwing Spears in the second rank like you would a normal shieldwall formation, but instead of supporting, have them ready to charge in the next turn, using a Heroic Move if neccessary. In other words, the order should be something like this:
- Front rank (sword and shield) gets charged, Shields for double dice, gets pushed back if need be.
- Next turn, call Heroic Move if needed, file the former front rank out of the way, and then charge in with your second rank (spears)
- As they charge, throw the Spears to do any damage you can, then shield in the ensuing fight to try and survive
- Your swordsmen now pile in around the side of the (hopefully locked down) enemy formation, trapping them in and robbing them of Supporting attacks from Spears. If possible, this is also a good time for your Cavalry to charge.
The lack of supporting attacks does make Rohan very hard to play until you get the hang of them, but the thing to bear in mind is that you can bring usually enough men to outnumber anything not Orcs, Goblins or Hobbits, and you should be thinking more 'hit and run' and less 'war of attrition'.
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