Those liches target whatever units was placed LAST that is within their current attack range. They will do this until they reach a melee and are then tanked normally unless that unit dies then they go back to attacking the closest unit that was placed last. This is why I had all my melee placed last.

If you noticed in that video, they spawn and immediately target my Princess Themis. I was actually not able to pull off this victory until I replaced my witch with another mage (level 20 Valerie in this case), and also by using a 4th healer - Echidna. Anya helped quite a bit too for the fact she makes a nice sponge.

In this case, I probably could have done better by switching the positioning of Camilla and Chydis. I'm not sure if Camilla was even able to reach the spot I had Themis placed in, but Chydis would have been able to for sure while her skill was active.