I can't seem get Vanheim to work. Need some help.

[Turin]

or hydras with earth 9 nature 9,

or ice devils with a shroud of the battle saint and water9 nature 9,

or jotuns with earth9 nature 9, the hirdman becomes pretty awesome and you can recruit them en masse with resource cost 11.
Jotunjarls become super cheap thugs, just give them a hell sword lucky pendant,quickness armor +5 attack ring and winged boots and they can take down pretty much every SC/Thug for the price of 15 blood/20 gems 130 gold.
One of mine won against an emberwilding heliophagus.

generally you´re right the game is dominated by mages and bless strategies aren´t costeffective, but if you think astral/fire9 flagellants are the best blessings, you need to play around a bit more with other sacred troops.