Thank you very much for the comments everyone :) I'm still in the process of trying to make my Briton army works more than just half the games, so I'll wait a little more before doing a strategy description of it :)

For the last comment, there's one part I don't understand. An army like that couldn't possibly overshoot my scythia army: Foot archers do not beat cavalry archers, at all. A scythian noblewomen unit will lose maybe 2 to 3 soldiers (at normal size) to beat a archer auxilia when they use their special skill: they simply never get hit. 6 scythian women + 2 choosen archers vastly overpower 4 archer auxilia. If the artilery are near the front to shoot farther, just send the wardogs at them: instant onagers down. Else, send the dogs to help against the archers to keep casualities to a minimum.

If the onagers are in the back, just send the Noble Women closer in tribe mode and ignore the rest for now: even if they are only a few meters from your front line, they are fast enough to run from anything you have in that army. The praetorian aren't an issue against Head Hunting Maidens either. So what's left is the Early Cohort, that have to stay in testudo: this make it easy to focus all the head hunting maidens and scythian noble at a single point to break one, run away, and repeat, or even send the wardog handlers/axemen in semi-suicide mission to hold the cohort attention during charges.

I know that my Scythia army isn't invincible, but I have faced armies composed like you mentionned, and they didn't stand much of a chance: onagers and archers go down very fast, no matter where they are located in the enemy ranks (Excluding onagers to the front which is about instant: wardogs just tear them). The only way I saw anyone being able to save them for some time is to charge with their cavalry to drive the noble women away: in which case, their cavalry simply die first.

Maybe it was the strategy used by my opponents that were wrong, but the army style you described is usually about the second easiest to beat (All cav being easiest). If you have any counter-strategy to offer, please do so! I'm pretty curious at what they would be, and listening to new, different strategies is always pretty fun :)