The various Battlefields of Aarklash

I've found that normal shooting works pretty well against Alahan. For just about everything except Knight and Royal Guards, some simple shooting can put on a lot a wounds. If you can follow that up with combat units that have Counter-Attack or Ambidextrous, then you can do quite well.

Do you play with version 3.5 rules? If so, then I've seen some spells really mess with Alahan. I think Orc spells may have been the most effective.

As a general rule, if you are having issues with lucky rolls from your opponent, then just take a lot more models.

A quick example army that I might try:
Hogarth the Colossus
3x Sessairs Archers
3x Sessairs Veterans
3x Fury Warriors
2x Giant Barbarians with Halberd
2x Kelt Fiannas
2x Guardians of the Moor
3x Kelt Druids

Give the Druids all a Primal Attack spell, then anything else they can get. Use the Gesas on the Giant Barbarians because they have fierce.

Target the Agent of the Chimera first with shooting and the knight and Royal guards with Spells.

Maybe tomorrow if I have more time I will come up with more advice.

Why not drop the Tyrant and go for another Headhunter and Slasher? The best way to defeat Sacred Weapons is to have so many models that a few lucky wounds don't do much damage. Resist the urge to use those expensive models. This is difficult with Devourers, which is why I chose Sessairs as a sample army. What spells would you give Velrys? I would do Curse of Wild Beast and Aquatic Shackles for sure. Elemental Drowning would also be a good choice. Forced March can also be very surprising to anyone used to keeping the Knights just out of range of your charges.

For tactics against this Alahan army, regardless of your list:
Kill the Agent as soon as possible. Without the Agent, everything else is less effective.
Low STR shooting can be highly effective vs the Knight. No matter the STR of the shot, you will still have a 25% chance of a wound. Also, the Knight is large, so easier to shoot.
A cheap fierce model can tie up the Knight and probably prevent any charges on the next turn if you have decent discipline and leadership.
Spells without a damage roll or ones that ignore RES are very effective vs the Knight and Royal Guards.
Cheap units spread out over a large area can make the Sacred Weapons much less effective if your opponent can't pursue.
Without the Knight, his Discipline is only 4, so if you can take down the Knight early, you have a good chance of controlling the battle.
Also, the Knight is the only fast moving model, so if you can isolate or remove it, you can then have control through movement.
Cheap flying models like Sparklings, Angels, Sylvan Animae, etc. are a good way to trap Knights and usually keep them tied up for a few rounds.

I believe the Agent's spell in English is "Force of Virtue".

I enjoy playing TirNaBor myself and must say they are a harder list to play in general. So from the other post it looks like you are playing 3.5 with modified rules. Did you guys have objectives in the game or was it a straight up fight to the death? 

A few changes to your list that I would make would be:
-Drop the Armour as you are paying alot of points just to add 1 point to your aim and with the spell you all ready have, warrior of earth the armour is pointless imho. I tend to only fire the bombardier at short range at the troops moving forward to spread wounds to models I will be attacking. With the WoE spell cast you only need a 2+ to hit models up 30cm away.
-If the str10 plus 2d6 of steam is not enough to kill a few models you can add extra str from the spell pyrotechnia page 196 in the back of the book, but you would have to change your mage to one of the Bal-torg profiles.
-While the Khor Knight is a great model, I dont think its worth its points. But the speed is nice in the dwarf list! I tend to bring a combo of the Khor on Razorback to hold the line against harder hitting models as the 12Res with hardboiled holds up well and the Hunter on Razorback for the str14 master strike.
-A different option while still keeping speed in your list is the Meteor. While it takes a turn to set up the diving attack, he hits harder then the more expensive khor knight. Off the diving attack you have 3 attacks At6 at Str8 with steam vs the Khor Knight charge of 3 attacks At5 at Str6 with steam. 
-Or with the points from the Armour upgrade the Khor Knight to another Son of Uren!

Your list isn't bad, its just that TirNaBor tends to be a harder army to play. Plus with the lions scared weapons, the loss of a whole model for each set of doubles hurts bad! Acheron tends to be a good match up for Lions but that's a whole different play style/army. 

Playing kill them all is a great way to figure out what works before jumping into missions. If your set on the khor knight and have the points you can give him the upgrade from the Armour and the ring from the Lithomancer. On the charge I believe you get a +5str and with the ring you master strike with one dice, so you would get one of your attacks up to 16str with steam and two others at 11str with steam. Its a point sink and you need to roll for the ring that could stop working after each use. Or you could give the ring to a Uren's son and he will be able to have one of his attacks hit for 19str plus steam before the follow up attack of 12str.

I changed the list considering your advices and had a game against Cadwallon, and I won.

This where the lists:

Tir-Na-Bor
Kulzarak with Familiar of Earth, Warrior of the Earth, Warrior of Alphax and The foreign art (Again, not certain with the name. It's the spell from the Familiar of Air and does a wound roll with STR 0, but the victim's RES is 0 as well)
Provost of Uren with Protection of Uren
Son of Uren
Khor Knight of Uren
Dwarven Armourer
4 Khor Warriors

Cadwallon
Kelian Durak with his hammer
Cadwe Agitator
Cadwe Minotaur
Dwarf Wrecker
Cadwe Sergeant 1 with two Militiamen
Cadwe Sergeant 2 with two Militiamen
3 Crossbowmen
Knight of Cadwallon

Again, the Dwarves started at the end of their deployment zone and Kulzarak cast Alphax Warrior on both the Knight and Uren's son. His Familiar died giving him the mana he needed, but the earth spells where mostly done anyway. He helped the Bombardier, who wounded the Minotaur. Cadwallon used the terrain very well and avoided standing in a line and used cover, so that they could shoot at the dwarves (two Khor Warriors where hit), but the Bombardier shot at them as well, killed a Crossbowmen and wounded a Sergeant. The Cadwe Knight used the cover to get behind the dwarves, but I had the Khor Knight still in reserve, so he could attack the Cadwe Knight.
The Minotaur tried to charge the Bombardier, but stopped 1,5cm right in before him... and got shot critical.
In round three all was set up for the hand to hand fighting.
Kulzarak wounded with the spell both the Agitator (severe) and Kelian (critical), Uren's Son killed the Agitator and moved on to Kelian. One of the Militia troops (one Sergeant and two Militiamen) came from the other side, one Militiamen helped his boss against the Uren's Knight, the other two attacked Kulzarak. But this wasn't a problem, because the Khor Knight came to help after he finished the Cadwe Knight and Kulzarak cast his spell again in the next round, so the Knight went for one Crossbowmen.
The other combats where also pretty good for the little ones. All in all, Cadwallon had only two Crossbowmen left and the dwarves lost only one Khor Warrior.
The damage spell is also one of my favourites from Dogs of War, and as you can cast it twice per round, costs only two mana and Kulzarak needs only a four, it's pretty awesome.

Great to hear about your battle with your Dwarves. My experience with them has been that they excel at pretty much any mission that doesn't require redistributing your army. I also prefer Kulzarak as a leader. In my armies, I prefer to only have 1 big hitter to avoid a lucky roll or two decimating my lists, but I've seen lists like yours be quite effective. As always, don't leave home without Knor Warriors, they are some of the best fighters in the game for their points.

After the Acheron repaint I made a test game, also to see how the Sessairs with the Druid instead of the Archers work.

Acheron
Ehjin de Vanth with Liturgical Instrument, IT summoning and Blood of the Abyss
Azael with Familiar of Darkness, Scarification, Demonic Pest and Pest of Shadows
3 Black Paladins with Loyal/1
Gravedigger of Salaüel with Chain of Grave
Zentaurlord
2 Morbid Puppets

Sessair
Baal 2nd with Vorpal Blade and Demonic Gesa
Son of Ogmios
3 Warriors
3 Fiannas
Druid with Hard-Boiled for Baal, Breastplate of Earth and Ardent Heart
Danu Warrior

While the Sessair approached in a line in different units (Son of Ogmios supported by a warrior and a Fianna, Baal supported by the Druid, a Warrior and a Fianna and the other Warrior and Fianna with the Danu Warrior), Acheron did its tricks. Azael cast Scarification on the Puppets who ran towards the Kelts and Ehjin summoned IT.
In the second round, the first Zombie appeared (thanks to the death of the Familiar), another IT was scarificated and it was a tight approach between the Zentaur and the Son of Ogmios. Either the first charged the latter or vice versa, so to prevent the increased charging strength, the Son of Ogmios attacked the Zentaur, although he could not be supported by the Warrior and the Fianna because they just couldn't amke it so far. Another Paladin attacked the Ogmios, while some other kelts guessed the distance wrong and came to a halt half a centimeter before the Paladins...
One of the Warriors sacrificed himself to stop the exploding puppets, but payed for his courage with a double six by a puppet.
One Paladin was double sixed by the Ogmios, he also put the Zentaur to critical, but thanks to Blood of the Abyss from Ehjin and a succesful regeneration roll he just had a light wound at the end of this round.
To make it short, the explosions paid of well in the case of one puppet and one IT, because the Kelt was killed as well.
The Gravedigger was killed by a Fianna and a Warrior, but they fell under the blows of IT and Puppets, as well as the Druid.
The already wounded Ogmios was killed by the Zentaur, the Danu didn't make it against Ehjin and two IT, and the Demonic Pest from Azael killed another two Kelts. Last man standing was Baal, but surrounded by two Paladins, a Zombie, a Puppet and two IT he couldn't make it that long.
The Kelts definitevly need strong support from each other, but I was quite content with Acheron.

And then it happened. Me against Alahan, another tragic part. For Acheron, I chose the same, and for Alahan it was just horrible.

Alahan
Danil the Brave with Recuperation-Aura
9 Paladins with War Fury

Yeah, that's right, that's 10 times a sacred weapon!
The strategy was the same as before: stay a bit behind, cast Scarification on the Puppets and IT, and if the enemy is close, attack with all and Azael casting the Auras.
I thought it was a good idea to play against Alahan something with more numbers because of summoning, but again, the sacred weapons were a pain in the ass. 11 out of 14 kills have been sacred weapon kills, while I had one double six (on a already critical paladin) and the highest wound column was the third, all the rest have been in the first or second column (it was really awful). Well, somehow, I'd like to blame the dice...
Acheron was well teamed-up, every paladin had various IT, Zombies or Puppets for support, Azael casted both Auras, but the Ephemeral didn't work as I hoped for. Alas, at least the Healing could be suppressed for one round.
I challenged him to play something without sacred weapons, when he plays Alahan for the next time.