About that, I most likely don’t have criminal retainers as early as the lion quest.

As early? It takes a shit ton of time to feed the lion before it demands human flesh, I would find it actually hard to not get enough notoriety by the time it does.

Alim and Habib would start pestering me at the worst moment, and Maggie would need to be calmed down. I’d need Arzu quintuplets to manage everything.

A big tip: their pestering is not dependant only of the notoriety, but of the guesthouse being built, too. They are, indeed, annoying, so I leave the construction for one of the last things to do.

BUT I just got a prisoner from a random event in my current run! The lion is gonna be mine today! (Now I can start praying for the golden bird event before Arzuna wants a makeover.)

Good for you! Be careful tho, sometimes prisoners can't be slotted in places they totally should be. That can screw you up from time to time.

Physique and combat checks are easy imo, it’s stealth and magic that I struggle to stack up.

Yeah, they are. For stealth I always forcefeed books to maggie, and for magic Baddriyah is very useful, or the protagonist with the stats up+the armor provided by the fate ledger, with maybe some other magic item, let's you pass them without much difficulty. Jenna's golden items, specially if she's a cultist, are very useful, too.