Starting provinces + Ptolemaic possessions outside Egypt and - everything beyond Alexandria Ariana to Baktria was very stable for me on H/M. Short of conquering everybody, this is a way to have peaceful borders. I also cede Ipsos to Makedonia and abandon Mazakia. This will set Makedon and Pontus at odds. Gaining the southern coast of Asia Minor (and I have Phoinike and Ioudaia as well) from the Ptolemies instead generates much more revenue, in addition to the peace of mind you are looking for. Ptolemies send an easily defeated army to Hierosolyma every couple of years. That's years, not turns. Pahlava is constantly raiding. But with a proper army I take very few casualties and can retrain quickly. Everywhere else is at peace.
Hayasdan did get owned by Sauros but I reinstated them in their ancestral capital, capturing and gifting the border cities guarding the mountain passes to them as well.
I can conquer Asia Minor, Egypt, or the Parthians at any time. On VH/M the enemy armies may be larger and more frequent and diplomacy may be surlier. I keep large garrisons on borders and win pretty much all my battles. That tends to take care of things. What you can definitely take away though is putting Hayasdan in control of the northern mountain passes which should block up the Sauro problem.
For your current situation you should crush Saba and conquer Egypt, and as mentioned block up the northern mountain passes with Hayasdan. Unfortunately the Parthian frontier is harder to pacify, as they will constantly attack especially on VH and if you conquer them there are still Saka, Baktria, even the Sauros. Maybe you can wall off the border beyond with Baktrian control, assuming you are at peace with them and they at war with the Saka. Baktria may attack you instead of course.
An army set against the Parthians or other nomads should have mass armored foot archers and some cheap phalanxes. The phalanx will repel the cataphracts and the mass foot archers will win against all the horse archers. Focus fire helps to force routing but is not necessary. Armored archers can be recruited near the frontier from many of your southern Persian provinces. There are also Toxotai Syriakoi and Kretikoi farther west.
In real life you would have lots of cavalry to chase the nomads into the steppe as needed, but RTW is all about set piece battles.
If you don't have cataphracts yet there is a console command to do it; some thread about seleukid cataphract reforms should have it.
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