I noticed that my Legendary axe,sword, hammerlord, etc are pretty much invincible to standard enemies.(not a ForgottenBeast) 15+5 in their weapon, fighter and shield skills. Not so much for dodge or armor. Fighter is a much better than dodge. They won't move around so much and stun themselfs. They will block flying bolts with their shield, or their super good agility causes the bolts to just miss. They are like Neo from the Matrix. Two of them change into a siege of 30+ goblin archers, slaughter all of them and not get touched once. Their armor isn't even deflecting anything. Its all about fighter and shield skills to keep them safe.
So. I train my markdwarf as a hammer lord before I change their weapon to a crossbow.
This is how to make a 100% deadly warrior before the first winter arrives, and how to expand your army very effectively.
Before Embark. press v on each of your starting 7. Pick two of them with the best kinesthetic sense(or great feel for the position of ones own body) If you have the choice, pick the one with the best willpower and focus too. don't assign him any labors, but set his fighter skill to +5 and a melee weapon skill to +5
As soon as you embark , make a new squad for your warriors. Assign them a training sword/axe/spear and a wooden shield that matches the skill you chose. Set them to Active/Train, and never turn it off. Make a small 7x7 room. Put an armor stand in the center. Make it a barracks, and press t to have your squad train there. As soon as possible, build them their own bedrooms (to offset negative thoughts from training) and assign them craft waterskins and backpacks so they train without interuption. Thats all. they will spend the entire year sparring non-stop. Don't forget to assign proper armor and real weapons. These can be bought from the first caravan if you can't make them yourself.
Training fighter skill from zero in a new recruit is much slower. Fighter skill grows exponentially. It may take a year to go from skill 0 to 4. But in the next year, it will go from 4 to 15+5
To speed this up, Once your first 2 warriors are fully trained in the 3 primary skills. Put them each in seperate squads, make 2 barracks and assign each one their own recruit. If you get a warrior with great soul attributes that make for good teaching, you can have replacement soldiers trained in a few seasons. Just follow the Master/Apprentice squad formula.
When an apprentice is fully trained. Move them to another squad for actual guard duty. Don't ever take them off duty. Let them use the barracks to train by your front door, and move the training squad back inside your base to protect the recruits from premature death. I have 1 or 2 dedicated trainers that never see Action after their apprentices can fight.
TLDR: Train dwarfs in pairs for to spar non-stop. This builds up their fighting skills and physical attributes extremely fast.