Total war's recent expansion has included a legendary Orc lord, the Skull Taker, and Golfag Maneater. So whats left to add in either in units, chareters, or factions?
Empire:
I forget their names but there is still the personal champion and standard bearer for Emperor Karl Fronz. Also more Ulfric themed units. That and Wizard Lords.
Bretonia: There was way back a Robin Hood esk character. Maybe him.
Dark Elves: On the top of my head, I can only think of Tularis, captain of the Black Guard, and Kurand. Tullaris would handle killing powerful foes, and just shredding armored foes. Kurand I can see being just resliant and unbreakable. Not sure if they would be charecters or general level though.
I can see Shadow Blade being a character on par with how Gotrek and Feelix are now, and probably one exclusive to Helebron.
Dwarves: You get his rangers, why not Bugman himself?
Chaos: Giant Chaos Spawn, Spine Beasts, and a number of heroes past and present that might be fun to use. In particular, the big Chaos Dragon. An if elves can have dragons as units, so can they.
Orcs and Goblins: Squig Goblas.
What others would be fun to play with or fight against.
