The Yuezhi were one of the original factions in EB1 open beta, but where quickly replaced by the Saka. The problem was that they possibly weren't on EB's map at the starting date (although this is debatable) and in any case only became interested in the EB area a century or so later. The EB team has stated repeatedly that there will be no emerging factions, so they most likely won't be in EB2.
It's a pity, because I think they would have made a nice addition, but I can see where they are coming from. As for their relations to the Celts, I don't think I am qualified to comment.
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