I don’t remember the later parts of the game as well, I played the first two plagues in Exile III over and over because they were the demo and I only got the game later.

But the last plague, which is not optional, is the Alien Beasts. A quick Google says they’re in Footracer Province behind the wall. I think you might need to visit the Empress first?

You can do the golems whenever you’re ready. If you’re doing every plague then they’re probably naturally the one you’d do 4th, after the Trogo/Giant plague.