Dungeons 3

This is done in the "Everything Has An End…" level. The description is slightly misleading as it does not mean you cannot lose a single creature throughout the session. It only means that you do not lose any creature when fighting Tanos directly. Tanos is waiting in the centre of the level and won't do anything until you attack him. Once attacked, you cannot lose a single creature. This can be tricky if you're using normal creatures so bring Titans. Scattered around the map are 2 heal-over-time spell books, which will come in handy and should be given to the Pit Fiend and Ogre as they are not as tough as the Grave Golem.

During the fight Tanos will lob firebombs occasionally and it is this attack that will likely cause deaths but will hardly damage Titans, though the Pit Fiend has the highest chance of dying if he does not have the heal-over-time spellbook. Also, since there's no time pressure, make sure to research all the Titans' upgrades.

For the actual fight, you want to bring as small an army as possible for easier control, especially when dodging Tanos's firebombs. All you really need are the 3 Titans which will be on automatic just attacking Tanos. For support, bring Thalya and 2-3 maxed Naga to heal the Titans. During the fight, control only Thalya and the Naga (press + ), just pay attention to where the firebombs will land (denoted by a small red circle) and quickly move out of the way. When ready, use the Frost Nova attack which somehow lowers his defences enough so that your Titans do more damage to Tanos. If you see one of your Titans get low on health move him away from Tanos, let Tanos auto-target someone else then resume fighting. Just make sure to keep your Nagas alive as they will be the weakest.

If you have kept moving and kept everyone alive, once you kill Tanos the trophy is yours and likely the platinum as well.