Yep,that's right.
Well, Hesperia was the name the Hellenes gave to America. West is Dyse (ΔΥΣΗ), so maybe it could be Dytikos Stratos, or Western Army
Protogonos means 'of the first generation'. Now create is 'poio' (ΠΟΙΩ), so I believe it should be Stratos Protopoiethes (ΠΡΩΤΟΠΟΙΗΘΗΣ).
Yes, Basilikos Stratos is fine.
Pistos Stratos
Well, Kataphraktos means 'armored all over'. But it can be used. In that case, it would be, as you correctly stated, Stratos Kataphraktos.
Maion
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