have you watched any pro level replays?
also are you playing RT? as you should NOT be facing tauren + shaman from an orc. Unless it's at ultra noob level.
Are you use obsi statues? for they are a MASSIVE part of undead in TFT. for lich and DK require a LOT of mana to be of any use. make sure you have one statue on autocast mana.
Bears are pretty common, if you do a simply fast t3 with early DK harass, some spiders (fiends) + destroyers (when you morph your 2nd/3rd ones, make sure ANY destroyers you have absorb the mana out of the statue before you morph, try and morph them all at a fight near his base, for then he has nowhere to run, if he does run, trash his moon wells/main if you think you can get it)
same with orc TBH.
To summarise, main strengths of undead:
1. Dk + lich + third hero: NUKING POWER! these 3 combined do a MASSIVE amount of damage to a single hero, get one hero to ~half hp, then coil, nova (is often enough on its own) if needed a third hero, usually CL. Sometimes panda or naga to cast breath of fire or forked lightning also.
2. Statues: Only human has exceptional mana regeneration, and that's from AM, whom is chosen as a first hero around 50% of the time. Just keep one as a statue (change this one around as you can't coil them to heal it, so any damaged ones should be morphed during/before battle after taking all it's mana from destroyers)
3. Destroyers: I bet you're thinking WHAT? those 20 damage 5 food units? they're supposed to be good? HECK YES! AOE damage, their attacks with ORB will IGNORE armor and deal an additional 25 damage and deal AOE damage. they attack WAY more quickly than wyrms and are immune to magic! if you watch the first game i link, in the last fight, look how fast the bears die!!
4. Coil for heal + mobility: DK is your main asset in your army, try not to get him to close to the middle of the fight. He should be keeping other units alive with coil, giving a speed bonus to your units with unholy aura and killing heroes with coil also.
replays of pro level replays of this:
http://www.wcreplays.com/replay.php?m=View&rid=58412 Believe is an exceedingly good undead, possibly the best in the world at the moment seeing a lot of UD's have stopped playing WC3. Although Lucifer was playing recently also who is quite possibly better.
http://www.wcreplays.com/replay.php?m=View&rid=58301 Lucifer showing some exceptional map control.
http://www.wcreplays.com/replay.php?m=View&rid=58303 another Lucifer replay.
Give me a replay of one of your games for my in depth analysis on your gameplay. either upload to www.Wcreplays.com then link me to it, or elsewhere.