The final act of the game is a series of sieges against your controlled fortresses. The level limits of the main story are gone- every new captain you encounter will tend to be within a couple levels of your own. While the first few stages consist of a single siege defense each, as you progress each stage will have multiple sieges. If you lose a siege, you'll have a chance to rescue at least one of your officers, and then you'll have to retake the fortress as normal. Thankfully, retaking the fortress completes the siege objective- you don't have to retake it and then defend it again to complete the stage.
The progression of The Shadow Wars stages is:
Cirith Ungol
Nurnen
Seregost
Gorgoroth
Cirith Ungol & Nurnen
Gorgoroth & Seregost
Nurnen & Seregost
Cirith Ungol, Gorgoroth, & Nurnen
Cirith Ungol, Gorgoroth, & Seregost
Cirith Ungol, Gorgoroth, Nurnen, & Seregost