Well, I actually played a Sauro campaign to the end. Money is tight at the beginning but its no different to any other uncivilized faction really. Expand to 6 territories and then disband all your expensive troops. Sarmatian archers and family members are all you need for garrisons. Keep one half stack of horse archers around ready for conquest and defence though. I didnt go down the FM uber-stack route as it seems cheesy, the sarmatian horse archers are enough most of the time. Later the Nobles and the roxolanni riders are great to add more oomph, but the horse-archers should always remain the centre of your army. A couple of settlements to the north and east can produce mine. Get them and build them - after that you can start looking at recruiing more expensive units. The second era of trouble arrives when teh Saka attack. No walls in nomadic areas makes defending settlements tough but fun. And the distances you must travel compound the problem. But it is a winnable war. Just use targeted shooting and you can beat the Saka full stacks. Its not always easy as you will almost always have an inferior quality army. But be cautios and engage on your own terms and it should work out ok. One trick I learnt is never to use infantry except when defending settlements. A fast offensive army is an effective offensive army.
I can only think that you have too many soldiers. Disband a lot of them and wait till your economy is ok before pushing forward again. The nobles especially are very expensive luxury troops and should never be purchased until you can afford to maintain them.
Also, infrastructure is more important to your long term success than troops.
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