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It is important to stress that if you want to play the future combined map, "Immortal Empire" (unofficial name), you MUST own the 3 games on the same plateform.
If you already have Warhammer II or III on steam, do NOT get Warhammer I on Epic, they won't work together. Wait for a Steam sales.
If you don't own any Total War warhammer, do NOT get it on epic... Warhammer II is not avaiable yet, meaning you won't be able to play Immortal empire. Unless Epic adds it, but there is no guarantee it will be cheaper than Steam.
And even if game 1 is free, the DLC are not (10€ for Kings and Warlords, 8€ for Chaos Warriors). It will probably be the same for Warhammer II if Epic adds it.
To sum up:
DO NOT GET WARHAMMER ON EPIC GAME STORE.
You have been warned... If you decide not to follow my advice, don't complain later.
Thanks for the pointers - but it should (sadly it isn't) be obvious that you will have to have all three versions from the same publisher and the DLCs are never free anyhow, regardless of publisher.
So if you haven't played Warhammer so far now is your chance to play it for free and make up your mind. You can always uninstall later and then follow Steph's advice to get the full Monty at Steam.