in fact, i think catholic guards is an interesting unit, who appear in TTW: medieval as heavy cavalry

For an Iranian retinue, ideas could be:
Asvaran- these are the Sassanid nobility who served as cataphracts. Effectively acting as a heavy cavalry only retinue (which is what the Sassanid Immortals were)
Gilaki figter- a heavy cavalry retinue (historically the best Iranian heavy infantry came from Gilan/Tabaristan regions
Kurdish pikeman...self explanatory