Based on other servers, you need spies in base to defend. It becomes spy versus spy battle. The spies do damage to each other. Generally the defending spies have an advantage but I believe spy tech and spy level can affect that as well.
I would only keep 1k spies in each wz city seeing as they can be conquered by birds. but keep a couple mil with you when fighting and make sure they don't stay with you everywhere you go. So they cannot be captured. For an example I keep them in a separate fort and spy from there and move them when they return.
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