Getting all those true endings takes some work but it's totally manageable if you plan things right. The key is knowing exactly which battles to focus on and what needs to happen in each one to change history.

For wei's path, the big thing is keeping dian wei alive during that wan castle escape, which can be pretty intense if you're not prepared. Your best bet is moving fast and clearing those enemy bases before heading into the castle itself. Having strong weapons makes a huge difference here especially for dealing with zhang xiu quickly. Then when you get to mt bailang, stick close to guo jia, and at chibi make sure you stop huang gai before he can pull off that fire attack.

If you're going for wu's ending, saving sun jian is your first priority at xiangyang. The tricky part is getting to zhang jiao before huang gai shows up which means you'll need to book it southeast right from the start. For sun ce later on, keep an eye on him during that wu battle and follow him into that foggy forest, there's a hidden cave you need to find.

Shu's actually pretty straightforward you just need to beat cao cao at changban instead of running away. Focus on taking out his officers first though or they'll give liu bei too much trouble.

Maybe interesting - if you're having trouble with any of these battles try getting some better weapons first through story mode replays and don't feel bad about dropping the difficulty down if you need to. The timing can be pretty tight on some of these especially that dian wei rescue.

And if you really want to go all out theres that special guardians ending but you'll need to max out peace everywhere which takes quite a bit of extra work with all those side missions and skirmishes.