So, my groups are both pretty keen to continue past Skydagger Keep itself - and it looks like it’s unlikely we’ll get the new books in time for them to do so, so I’m going to be Making Shit Up.
Here’s my loose idea. I want to keep the theme of war strong - the Legion aren’t the primary heroes of a fantasy epic, they’re one part of a much bigger war, and while they need to have an important role, everything isn’t on them. They don’t have to kill the Cinder King, or even discover who is was - they have to survive, and protect the people they’ve come to care about.
So, the second campaign is the Siege of Skydagger Keep - with my assumption being that in the final battle of the first campaign, the PCs basically threw back a rapid advance force that was trying to seize the fort before the worst of the winter came. That gives them breathing room as the blizzards and extreme cold - too cold for even the undead - close in. An army can’t make it through, but small groups can, which gives them scope for missions around the mountains and down in Barta itself, where the Bartan authorities are facing multiple challenges. As the snows begin to clear, the siege itself properly begins - and the Legion tries to hold out till a allied relief army can reach them.
For the third and final campaign, I think it has to go on the aggressive - so my loose idea is that the Legion is the spearhead of an advance force. The Cinder King is distracted elsewhere, and they have a key target - liberating Aldermark, freeing the Chosen of Mattiar from where he’s secretly imprisoned, and killing the Broken who was the chosen of Gerholtz. (Their chosen is the Horned One, so it’s not particularly interesting to have another Chosen Hunter-type.) The Chosen of Mattiar has been tortured to produce Cinderblood, which requires a Living Chosen - with him liberated, the undead armies lose a key tool, and he and the Orite Chosen together begin producing new weapons that start pushing the undead back.
Why can they liberate Aldermark? Because the god of the Royin has finally Chosen, and now there’s a liberation movement in Royin that’s squeezing the undead forces from the other side. The Broken are also squirming free of the Cinder King’s control as he attempts to manage an overstretched offensive, and looking to their own ambitions. The ending will probably involve some kind of final confrontation with the Cinder King as the Legion allies (a la Black Company) with one of the Broken to betray him, using a surviving Chosen as bait.