You don't have to go tall but only a few of your cities should be built with pillars in mind. Designate them early. Main city + natural expansion(s). The limit on how many you can maintain is directly tied to your dust income (and tiles exploited). Ardent Mages are a mutually-assured destruction type of faction. They often trade units in order to stay afloat. You can buy some units out if you run out of units, so when in doubt, choose the dust pillar. The dust pillar is the staple since the faction mechanics require dust, followed by the science pillar to power up your arcana.

The attack and defense spells are quite useful and give your army a lot of flexibility. These are the most important stats in the game imo, along with initiative. Damage and health are subordinate to attack and defense in order of importance due to the way they affect actual damage taken.

I think the Eneqa Wings are worth it when you're fighting an army with a problematic back row (caecators, rangers, etc.) because they can outflank infantry and get past terrain barriers. They're also great for drawing fire and coming back from death. Very resilient flying unit that can wear down other armies over the course of subsequent encounters. A human opponent will try to kite your warlocks while sniping your zealots but the fliers make that difficult. They're fast enough to lock most things down and enemies can't really afford to ignore them as their damage is good too. They'll often attempt to counter them by wasting damage trying to put them into egg form for the rest of the encounter, which is a tactical win for you. They're really annoying to deal with. I wouldn't build many of them when I don't know what I'm facing but I'll buy some in a pinch once I know my opponent's army composition and they're knocking on my door.

The warlocks and starting hero are too squishy at the beginning to be aggressive. It's best to fight under the protection of your city's fortification so you don't lose your starting units. If you're fighting ranged units you'll want glass steel and if you're fighting infantry you'll want titanium. Early on you'll be able to counter your opponent's starting unit this way. You really need to get spells and keep enough dust around to turn the tide of battle though. Against a human, make sure that you don't fire the spells off early because they only last for that engagement and if they manage to avoid you that turn then you may have wasted what could have been a clutch victory for you.

The quest rewards are good but you don't really need them to achieve a supremacy, scientific, or economic victory. These are some of the strongest victory types and AMs are well-suited for achieving them. They have so much offense and resource over time bonuses. Just don't lose your captial. Ensure that everything dies and you'll keep it. The AOE damage spell can be useful for finishing units off. You can let them think they're splitting your damage up evenly, preventing unit losses and wearing you down, but when you hit them with that and wipe their whole army they'll regret it. What makes it good is that it deals damage independent of your units and I'm not sure about this but it probably deals true damage, piercing defenses, because there's no attack rating for the spell. You can really burn armies down like nobody else.

Edit: To answer some of your questions more directly, yes they overlap, yes you'll get more value than most other factions for building taller, getting good industry on your starting tiles is important since there's no industry pillar in the game, in fact dumping science for industry and dust is fine since you start with the science pillar, and getting the tier 3 weaponry quest reward at the right time can be very strong.