I understand. While I do not have a great answer at all to your situation, which seems a bit extreme, typically the victory conditions fall much more in the 'normal' range.
Leader capture rules have not yet been incorporated into the game. For now, leaders might get wounded or killed, but capture was not put into the current rules.
A lone leader is rarely involved in battle. In multiplayer pbem play, players often use this feature to have leaders without attached troops act as spies on enemy forces. It is possible to kill such a leader with cavalry in offensive mode, especially if the cavalry have a good leader.
AGEOD game are different in what is considered a victory. Their victory conditions are usually tied to historical, not game, victory conditions. What is odd in what you report is that I have never seen such variance in results and reports as you report. But I think I know why. When you press your troops too hard you gain war weariness. Try the scenario again without pushing as hard, let your troops recover, do not devastate all the cities, that kind of thing. I suggest, play one of the short scenarios and see if it is more sensible, then come back the the, agreed, long grand campaign.