The "famous kings" thing is a little bit broken, I believe, as I've noticed, and others have mentioned, that any but the first don't seem to pick up the stats correctly. Hence I only ever set one famous king for each faction, who will be the starting king, then just try to set up the "royal names" so that subsequent princes get appropriate names, and hope the succession goes to planThe "later" famous kings are supposed to work IF the king with the right name and the right number just happens to come along, it certainly doesn't "make" him come along.
To be sure what's going on with your Zygmunt III I'd really need to look at your SetStartLeader line, and the "royal names" from the faction names list. I suspect that you are calling your first leader as famous king 1 (as opposed to 0), and that Zygmunt is your seventh name (ie number 6 when starting from 0). I think it might also "work" if the number quoted in the SetStartLeader declaration is HIGHER than the one quoted in your FamousKings declaration. The real problems come when it is LOWER, as this gives the Roman_numerals errors.
King portraits are a real mystery as well, I've found that they don't work too well either - I noticed that the way NTW got around this was just to give each faction a single king portrait - which is fine in as much as you can have your historic starting king with a correct portrait, but then all his successors look exactly the same... Portraits for heroes seem more reliable, but still not 100% - I managed to get Hannibal Barca right in my Punic Wars scenario, but whatever I tried, Scipio Africanus just flat out refused to show up correctly, so there's obviously more subtleties I haven't yet grasped on that front. (And most of what I have learnt came from PMTW)
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