Have a look at the Pahlava gouvernment map in this thread: https://forums.totalwar.org/vb/showthread.php?t=88708

I'd recommend to build pastoralism in all provinces that can later be upgraded to reformed pastoralism. It takes a really long time but it's worth it. I would build nomadism in Antiocheia-Margiane and the 2 northern baktrian provinces, they will already have walls so that shouldn't be a problem.

As Pahlava my armies consist almost only of Parthian Horse Archers. They are cheaper than Dahae and also available with pastoralism. They are you're weakest horse archers, but if you spam them they can beat almost anything.