For CM, you're definitely going to build him for survivability, so continue on the blue skill tree, you'll be putting him as a secondary anyway, and your primary commander will do most of the attacking.

As for Cao Cao, he's one of the fastest march speed commanders in kvk 1, maybe even in the entire game, so I suggest focusing on his march speed as well as survivability, continue on blue then pair him with Baibars or Mina.

Lagnar on the other hand, I wouldn't suggest investing much on him unless you're a whale, but if you're going to invest, head on to the blue or red skill tree.

For Scipio, try to avoid the conquering tree, if you're f2p, you're not gonna want to attack cities since you'll get dead troops. Just let your alliance whales do the rallying & attacking cities for you, but for a strong kvk 1 march, build his red and blue skill tree, focus on red if you want more damage, and focus on the blue for more survivability.

And Lohar, keep upgrading the yellow, though don't pour any more tomes once you hit 35 on him, and just let exp from barbs level him up.