To get many of the "build all unit" requirements, if I didn't get them on my "win with X leader" games (which were often Duel games that were won in the BC years), I started games on Quick speed in the appropriate era for each unit. For Foreign Legion, you need to revert back to the vanilla game, as other posters mentioned, but you can build one in 6-7 turns if you start in the correct era and rush it after settling on Turn 1.
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