Lately I have tried a few dwarven merchant and I've been surprised by their solidity. After losing a couple due to stupid errors in the midgame I menaged to close the gate with one.
So Lelio the scroll merchant made the usual path SMC -> Carpenter -> Puppy -> Chaos Cave etc, and I found that the early game was surprisingly easy. This is probaly due to the starting chain mail + the PV talents. I guess merchant of other races have a much tougher beginning. I menaged to save Kelly and to clear the GGV in the Frost Giant Cave, but I didn't dare to clear a GUV (the rewards were crap anyway, and by then the game was basically won). Further details in the flg file.
Gate closed with all classes but Chaos Knight! (Still no Ultra/OCG)