Still restricted to whatever you could make under pastoralism, more or less. Saka/Samartians only have those 3 levels of temples either way, Saka can't build mines anyway*bug that will be fixed next bug patch*, both can't make Stone Walls I know. The main thing Allied Settlement does is give you a client ruler to govern, lets you make normal factional MICs, and the much needed line of Buddhism buildings for the Saka. Here are their building trees.
Sarmatian Building Tree
Saka Building Tree
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