These could be considered:
-Artemisia I for Persians (or Carians, if part of the game at some point): naval commander. The one from the battles of Artemisium and Salamis.
-Artemisia II for Persians (or Carians): naval strategist and medical researcher. Sister/wife of Mausolus, ordered the construction of his tomb: the Mausoleum at Halicarnassus.
-Lǚ Mǔ for Han: rebel leader that played a role in the restoration of the Han dynasty.
-Teuta for Illyrians: not a playable faction still (eventually?), but since Gaia's units being more challenging has been mentioned, they could even have Heroes, and Teuta would be compatible with Gaia's piracy units (although I'd name them differently than Gaia, and reserve that for basically abandoned things).