Three things need mentioning:
->I've experienced some problem in changing Unsuilled equipment some times ago when I had them in my party.
->More distinct cultures in Essos: Bravosi should have Rapier-equiped swordsmen however with a flavour of ancient greece(Rhodes and Crete). Pentos I think a mix of Ancient Greece(Corinth and Thebes) with Samnites and so on. Volantis must have War Elephants together with the flavour of an Hindu/Mughal civilization based on the River Culture. Myr, Lys and Tyrosh mediterranean.
Or whatever you want, for as long as they're a little more distinct and more oriental/ancient mediterranean flavoured(you find less westerosi items in their shops). Dornishmen too need a more oriental style.
->There should be mercenary camps spread across the land. The unsuilled trader is a little hard to find, so it would be better if they would be recruitable from a static location.
Sellsword Camp(Westeros):Allows you to recruit the westerosi sellswords.
Mercenary Camp(Essos):Essosi mercenaries such as New Ghis Legionary, Unsuilled, Dothraki Mercenary, Bravo(from Braavos with rapier and crossbow), Pentoshi Freefighter(Gladiator-like), Volantene Mercenary Elephant etc.
->An option that allows me to turn
off loss of missiles after battles.
If you're wondering how to make elephants work properly, ask La Grandmaster:
http://forums.taleworlds.com/index.php/topic,248986.msg6344896.html#msg6344896