Not much you can do if the enemy really wants to kill a unit, talking up a unit with better armour saves to try and force some shots on them instead or screening your (mabye with shades or dark riders?) witches can be a good idea.
As Krox says, if the enemy really wants to shoot at your Witch Elves, you'll just have to put up with it. So, you have three real choices:
1) make another unit more attractive to shoot at
2) allow the enemy to shoot up your witch elves while the rest of your army wins the battle.
3) Take lots of witch elves, that way one unit should get into combat!
1) If the shooting unit has a unit (or two) of dark riders in charge range, it might choose to shoot at them rather than your witch elves. Of course, this only works as long as your dark riders stay alive!
2) While your Witch Elves are getting shot up, your Cold one Knights and dark riders can attack the shooters. Unfortunately, Witch elves (like all Dark Elves) are pretty expensive, so they don't make a good sacrificial unit. So make sure they spend as little time as possible under fire.
3) You can always take several smaller units - shouldn't be too expensive and it gives you an excuse to field lots of witch elves!
Alternatively, why do they need to get into combat at full strength? Twin them with
a unit of spearmen or corsairs. Then you only need the front rank of the Witches to get
into combat, the spearmen provide the ranks and outnumber.
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