A couple ideas:
The player, or all units, limp or walk slower when they are injured like horses do.
The player can die and the game would be lost. Or companions die.
Executing prisoners would be cool. Or maybe make a map where you execute them and depending what castle you're in changes the type of execution, like the Winterfell beheading, Dreadfort flaying, Dragonstone burning, etc. That would be a lot of work though, lol.
Sounds fitting for a Game of Thrones mod.