In the context your using the term resistances, I really don't like that term. I think that susceptibility to heat/cold and tolerance for toxins are important things to track, but once you move away from nethack style boolean resistances to some sort of continuum, they should just be considered another stat. I think this is especially true when you talk about poison resistance. While it's cool that hydra's are hard to poison and have a toxic bite, in a strategy roguelike centered out medieval warfare, the most important test of poison resistance is probably how it handles water. Water near armies has a tendency to be vile. Either it's a mile down stream from another unit and filled with waste, or it's a mile down stream from some dead bodies, or it's been poisoned by some dastardly guerrilla warrior. Unlike hydra's, which are dealt with by heroes and monstrous soldiers and the cream of the crop, everyone has to drink.
In terms of heat resistance, I think a hot/cold continuum would work best, since things like frostbite and hypothermia from fording an icy stream are fun too. What this would mean is that things that deal well with cold (e.g. yetis) probably wouldn't do well in the heat and things that dealt with heat (e.g. cyclops) would have exceptionally poorly in the cold. A complete resistance to fire (e.g. demons) would just be an extreme version the ability to tolerate heat. Clothing and armor should probably also alter this stat.
With regards to resistances you missed, I think disease resistance and some form of psychic resistance are the only two that come to mind (acid resistance being stupid, and lightning resistance being too boolean due to the amounts of current a medieval warrior is likely to encounter).Disease resistance is important enough to separate from constitution and poison resistance because a)it allows soldiers raised in cities to be hardy in a different way than the barbarian from the frozen north and b) big strong hearty hydras get sick too. Much like poison, disease plays a big part in medieval warfare (arguably a bigger role than battles), and while tracking the number of your soldiers who have the the sniffles might be a little boring, things like cholera, bubonic plague, severe flu, scarlet fever, polio, whooping cough, smallpox, malaria, legionaries disease, leprosy and whatever fantastic maladies you dream up would be fun to track.