I haven't been bothered to read through this thread and see if someone has pointed this out already, but you DO NOT need infantry (vanilla parthian infantry is pathetic) or elephants for a siege. You don't even need siege equipment. When assaulting a huge city with full walls, you can stroll in and dominate if you simply send a full subterfuge spy ahead of your army (they aren't hard to get if you have been using this strategy throughout your campaign). So then you can just march in your HAs and cut down the town's garrisson with a shower of arrows.