Well, of course not all factions would have loyalty (and I was thinking about more or less the same options as you) but imho would represent nicely the backstabbing nature/civil war of certain factions.

Hording could be used for the game start rather than ingame, for example (i'm not claiming historicity) the saka could have started as horde instead of in a settlement similarly to the emulated yuezhi or baktrians could emerge if baktria is captured by the enemy or if unrest is caused.