Edited for brevity.
I made a post 8 years ago about this Stratego-like game: https://www.gamedev.net/forums/topic/585572-game-of-the-generals-ai/. Are there advances in AI in the last eight years you recommend?
As I understand, MCTS/UCT/AlphaZero is not applicable because of hidden information.
My AI implementation uses MC playouts + UCB1 + inference of opponent's pieces. It's not effective, though it makes smart moves on the end game, like the flag piece running away.