For Legendary you really need a good team of 4* 4.70 or preferably 4*+15 / 5* 4.80 heroes.
The difficulty goes from a ramp to a cliff from Stage 9 to Stage 10 ( see notes)
Teams
4* 4.70 heroes Rigard, Proteus, Boldtusk are standard on my Challenge event teams.
I am not sure if other heroes might be better or if it is possible with 4* 4.35 heroes.
I skipped Challenge events until Atlantis Rising ( must get all the World Energy flasks ) and Emblems ( must get all the emblems).
World energy
World energy is free, but without a team of 4*
4.70 heroes, I would complete the Rare and Epic before trying the Legendary.
Leveling
As a general rule I recommend
2x rainbow 3* 3.50 teams
then
3x to 4x rainbow 4* 3.60 teams
then use 3* ascension items
2x rainbow 4* 4.70 teams
then
2x rainbow 5* 3.70 teams
then use 4* ascension items