I know this is unconventional and ahistorical for the Romani, but try out an all-mounted army. Train some Scythian Riders (best HAs available to Romani - 6 missile attack, very good stamina; pretty long range and most importantly, they have lances, which means that after they have gone through all the arrows, they can still pack a punch) in Kallatia and some heavy cavalry. The best thing you could do is recruit a bunch of Eastern Mercenary Generals. Their bodyguard is Kinsmen Cavalry - pretty much the most powerful cavalry unit, with a possible exception of cataphracts. Also, as they are generals, the bodyguards will replenish after every round of slugging, no matter how much beating they have taken.
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