I found a guide on Eurogamer.com that helps a lot.
The Shadow Wars take place after the ending of the game and the Capture of Minas Morgul. It's the set of quests that hide "the true ending" cutscene.
There are ten rounds to the series of attacks on your strongholds. It'a basically defending them until all eight of the Nazgul warchiefs are dead.
Best thing to do in each city is to make a combo of effects, what I found works for me is different to what other guides online, so you may have to experimene a bit.
Metal Walls, Cursed seige equipment, Fire mines, poison spouts and Drake traps are what I used to best effect.
Also, the level of your castle also goes by the level of your Warchiefs and Overlord. You want the highest leveled Orc as your Overlord during the attack. It's wise to assign at least two or three bodyguards to Warcheifs as well. The more damage you can do ti the enemy warchiefs the better.
It's worth noting that you cannot lose any of your Orcs to if you die yourself. They just get ousted from the keep and and you lose control of the citadel. They will die if you repell the attack, however, and in some instances they can even stay dead when you die.
If you loose control of a city (like I did during round three), the game will install an Overlord and six warchiefs. Assign the strongest followers to go to the pitts and set up betrayl missions, just like in the main game. Once recaptured, you've completed the round.
It's a lot easier attacking than defending. But I wouldn't go out your way to kill yourself killed just to do it.
I've also come across that if you don't reach a captain in time before they bleed out, once you loose the keep, they come back for revenge during setting up the attack. I'd advise rebranding them, as they always come back more powerful than when they died. For example, I have an Assassin, Pûg the Poet, he died at level 36 and came back for revenge at level 48, also had an extra Epic trait in his arsenal.
It'a also, worth holding onto your Might metre to ressurect dead captains.
Minas Morgul is the only city that won't come under attack.
There are 10 rounds and 20 defences in total.
Round One: Cirinth Ungol
Round Two: Nurnen
Round Three: Seregost
Round Four: Gorgoroth
Round Five: Cirinth Ungol and Nurnen
Round Six: Seregost and Gorgoroth
Round Seven: Nurnen and Seregost
Round Eight: Nurnen, Cirinth Ungol and Gorgoroth
Round Nine: Cirinth Ungol, Serehost and Gorogoth
Round Ten: All four under attack at once.
Once completed you will see the true ending.