Definitely Comanches deserve some more love right now. They were quite important for two centuries, stopping Spanish and fighting pretty much everyone around quite succesfully (especially Mexicans and other Native Americans). I'd even suggest you to create them as another faction, relying even more on horsemen than Sioux as well as having even worse economy (Comanches could gain some profits from trading and horse breeding - maybe a corral building that gives them some trickle of gold per time - like Indian's forests, but they wouldn't have access to elementary market techs) and being stronger rushers (more cavalry in 2 age). In place of Comanches you could introduce Kiowas as a minor native tribe with cavalry unit. Comanches would get use of anti-villager and anti-building horsemen, that would depict their violent nature. Also some nice horse archers (a bit stronger than Sioux, but the risk of being OP would be real), horse gunners, lancers, axe/club riders. Also villagers could be horsemen, as their all society revolved around horse, even more so than in Mapuche or Sioux civ (those were also exceptionally good horsemen, so I bring them as comparison). As a tradeoff their buildings could be very fragile and they would lack defense building, their outposts would be weaker etc. What do you think?