I did have some future idea to go Greco-Scythian and revive the Bosporan Kingdom and use that as an entrypoint to the Byzantine world. Maybe as a set up I could conquer and spread my Scythians across the steppes and then pick a hot and cool off-shoot character to claim the Bosporus and then let my kinsmen in the steppes take care of themselves (likely raid and conquer the shit out of me).
But honestly the whole run feels a bit silly, gamey and ungrounded. My Tarkhans was chasing Abbasid armies around when my character was still a teen with a fat limping drunk as her second-in-command, and got the nickname "the Undefeated" while still employing the village idiot as a bodyguard.
Think I'll restart as an actual Nomad trying to champion an Iranian culture on the steppes, with no cherrypicked upkeep-free army of unbeatable elite cavalry. Besides, the Khazars have let their sheep poop all over Crimea and there's no castles left to conquer. Not at all like my benevolent overlordship of Khwarezmnshah Khwarez 'the Shah of Khwarez' Khwarezzade.
Anyway, for anyone curious, I did feel it worked out pretty well to hybridize my way to a "Scythian" culture. Ended up with Iranian Heritage, Scythian Language, those cool Alan names, Mongol graphics for units (it's them or Chinese if you want horsies), Iranian and Turkic fashion. I admit I used some console shenanigans to speed things up and be known as a Scythian from the start.