So, the crucial thing I'd missed was giving them fire orders to get them to breathe! Somehow that never occurred to me, so I'd come to the conclusion that the breath didn't really work or something. That makes a big difference.
I have to agree that flying makes a big difference, but lack of amphibiousness is a bit disappointing. I've got a wyrm in an MP game at the moment, and none of the nations can go in the water or even have much water or air magic - so it's all mine! Muwahaha!
Well that's certainly another option. Though if you take no magic, then you can not care if your Wyrm dies - just call him back with priests. If a 9-magic Wyrm dies, that's a lot of damage to the starting points. A 9-magic dragon is less expensive than a 9-magic Wyrm.