Don't understand the inclusion of the companions, to be honest...they're outside the timeframe I assume? I was under the impression they had "evolved" with the rest of the units into something heavy and more cumbersome.
Yes, the Macedonian cavalry does look quite wierd...the addition of a nice linen curiass, proper spear-holding (same for all the greek infantry as well, it seems) and a proper helmet and it'll be fine...