Indeed, Rosier is much more dangerous than Gilden, especially when he has the axe AND is a vampire on top of that. I'd take on Gilden any day if it meant not having to deal with an enemy Rosier. I often don't even bother with anything to reduce city defenses as my Rosier tends to be able to solo entire cities consistently. He doesn't even need backup unless they have a large stack in one and even then he only needs defensive units to keep the enemy at bay while he does nothing but attack-heal-attack.
Honestly, I'd like to see Orthus beefed up a bit as a barbarian king he is rather unimpressive, and you'd think someone with his reputation would be tougher to take down. He could stand to be a 7 or 8 with perhaps a bonus versus melee units and a first strike if he is intended to be intimidating. Then, if Gilden could consistently solo him at that point, I'd say maybe he was overpowered unless you had him fully promoted. I just think Orthus should be stronger than a newly created hero unit but should be pretty manageable after a few promotions.