H4 is the highest difficulty, yes, and iirc I beat a saga once without any favors. But I'm not sure and will have to try again. :-)

I just did another settlement at H3 and the arrangement I was looking for happened, but it was actually worse! So I think H4 is quite unlikely without favours given you have to succeed on the worst map which has most glaciers. But maybe by salvaging and building further out, you can get enough houses to survive until you have explored the whole map, if that's even possible. I've explored a lot in the past and eventually you stop getting the aurora tiles, so you no longer have curses, which could help if the glaciers also are reduced. Can you turn off favours? If so, I'll try first with favours to see what will be needed. Thanks for the response.

I finally completed a saga on Hagalaz3 without favours in 1136 turns. The glacier was a nightmare, not able to find biome patterns as usual, but just squeaked it with a fantastic gothi and a lot of rearranging to get more stars.

I completed a custom H4 single settlement on the easiest map with the bears and no favours. The problem with doing a saga is you need to use 6 clans and all the maps. The extra winter's toll per year makes it too expensive with most clans on more difficult maps, because you can't stall whilst exploring and houses will become too expensive. The glacier map especially, as you can't afford to take many curses, it won't be possible to generate enough hearts for the final upgrade.

Any tips for winning a complete saga with Hagalaz 4? (even with favours)
I barely win even with Hagalaz 3.
Are there must/best pick clans for specific maps? Is it even possible without the locked clans (I unlocked only the devout)?