I wish they had kept the mechanics from Warband where you could tell the lords to hold in place and order them like regular troops.
As you say they are suicidal at times, I can in most cases deal with the guards no worries, but the guards will focus on the prisoner typically (even when they dont charge into them but are actually behind me, the guards will pass by to take him down).
I would suggest adding in the feature as I mentioned to let the lord stay until you tell them its clear.