Warning : I'm no Abysia guru
1. Imo you shouldn't defend your scouts at all just hide them . Afaik they never die cause of the bad vcr header error . Even if they die the horror attacks are rather rare so not worth guarding your scouts .
There is no limit for soul contracts , if the game Lasts long there is nothing wrong in having 50 , 100 or even more soul contracts .
2. I always try to hunt Asap in all 3,5-8 k provinces and only keep the rich farmlands etc. with huge population for tax generation "unhunted" . 3 Blood hunters / province is good .
3. Early to midgame you should research construction 6 instead of construction 4 cause blood thorn + brazen vessel are construction 6 .
Alteration you can research up to 3 or even 5 , depending on your strat + pretender : alt 3 gives nice extra buffs , ironskin + mistform , alt 5 gives incinerate + invulnerability . Enchantment 1 for fire shield + breath of winter i normally research very early too .
Finally thaum 2 is important for sitesearching spells like augury .
4. Basically the lvl 9 troop summon spells are very worthy being casted . I like particulary forces of darkness and infernal tempest .
As you say Ice devils and Arch devils are very potent SCs

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The rest , demon lords etc. are nice but optional . Demon lords lack some slots , mainly body slot and Heliophagii are similiar to Arch devils but lack the fire resistence etc. .
The devil you get from horde to hell is a leader and makes a good thug .