You can ally yourself with nearby city states and start using their racial units. Which brings up this, race isn't really a strong commitment in this game. You'll have to make friends with another race that can control the underground in order to proceed. On the other hand, you'll be at a disadvantage underground with no Night Vision or Cave Crawling. Golems can pretty handily fill that role, shoring up that weakness. There's also the Frostlings, who have really interesting abilities, but I dislike their front line troops. On the other hand, Goblins can't really put out anything but Blight damage in great amounts, and Goblin units have lower than average health and armor. They can also drop tons of Blight damage with their Untouchables and Darters, which means that Elves, the race that counters mechanical hardest, are destroyed by them They've also got Night Vision and Cave Crawling standard, which makes the Underground strongly favor you. Goblins don't mind Blight, which is really nice. On race, I'm of several opinions as to the best one. Shadowborn means committing to aggressive expansion and getting combat focused powers in return. Chaos allows you to spread blight, which gives morale penalties to enemies in your territory which you don't have to deal with if you either have a 'heart of the blight' in your territory or are using all mechanical units.

I've had a lot of success with a Dreadnought with both Chaoses and Shadowborn(dlc only).

Age of wonder 3 new player class race