The Chief Bandit is a guardian of the treasures. They are stronger than ordinary bandits and therefore take more units to be killed. These units will be guarding the treasure and are not aggressive, so they will not attack your units. A good strategy for killing multiples of these (or other guardians) is to (first kill your enemy, or do whatever you have to do in your quest, and) save your units and just put them close to it, so that you can attack when enough units have assembled.
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