Around level 9/10 I think (maybe a smidge higher), just done the arena since I want to get to dominating orcs. The nemesis battle was tough. I did the nemesis forge in SOM and whilst my nemesis wasn't the toughest orc I could find, he was quite decent and I leveled him up. In SOW he was level 19 legendary, agile, No Chance, beast fodder but enraged by Caragors (and killed them in a hit), immune to arrows. He was also clumsy but grabbing and shanking him didn't really help very much in terms of health.
Due to the No chance I got him about a single hit away from dying 3-4 times, he'd smack me hard (he had throwing darts which were really annoying, kept catching me out) and finish me off straight away. In the end my strategy was more or less correct for killing him, just had to be doubly careful when health got too low. By the end of the fight he'd adapted to vaulting, hammer frost blow (very annoying against an agile opponent with a quick widespread range option!), but managed to take out enough orcs to build the might to land the final execution. Really satisfying fight, and hope he comes back, if he does, it'll hopefully be with a pegleg along with a 2nd claw, but a previous orc I'd executed in that way came back with just a pegleg and no claw, so we'll see.
Really loving the characters, the variety in orc captains is much nicer, and I do enjoy it when they cheat death. Finding the run away option rather useful, but normally try and stay close enough to still be in the fight as such.