Ok so I took the subterranean route, but I don't see Lunaris. I popped out the other side of the map through the cave exit and there's nothing there but a sign.

What am I missing?

Your leader? Other path is better IMO.

I'm playing as the cult or dark elves or whatever, custom leader.

No, I was making sure you know that the objective is to get your leader there. Your army is not important. Otherwise just scout around... Of course, you'll be missing the hero available on the other scenario. People say that the hero you get on a different scenario is better, but I believe that leaves you a hero short in the next one.

You have to get to the southeast through the underground to get to Lunaris and you just need to capture the town. It doesn't matter if your hero reaches it.