These figurines carry small double-axes and shields, rather than large double axes, and wear what may be mail but which may also be some sort of padded or quilted jerkin. These figures, however, are generally thought to be Nubians, not Ethiopians.
I, like Mike, am still not 100% on board with the enormous axe. The only justification I have heard for it was transmission from Thracian mercenaries, which doesn't really satisfy me.