I'll comment mostly from a tactical point of view - not knowing Marchiosias plans, I typed this long post before reading the two posts above.
As I understand you have no inclination for painting very large units, your playing style is likely to be MSU (many small units).
You have:
- 2 sorc on foot
- 10 WE, pennant
- 20 spears, champ, pennant
- 5 shades (who could pretend to have GW)
- 5 harpies
You have lots of low strength attacks, but no high strength attacks (except 5 shades if they take great weapons, and magic). That's why Marchosias struggles against anything with strong armour.
Your first priority should be to get more strong attacks. That means Execs, RBT, kharib, hydra, COK, COC.
You have some agile troops (shades, harpies) but could make good use of a few more. That means DR, warlocks, and characters riding steeds or pegasi.
Aim to have one agile unit per 500 pts.
You don't have much shooting. Shooting won't win any war, but it is useful to get rid of opponent's chaff.
You have plenty of magic users, unfortunately on foot only, so they are committed to use a babysitting unit (obviously the spears). If ever you want one more sorceress, try to make her ride a steed or a pegasus. But it is not a tactical priority, all the more that warlocks are said to come soon and will bring on enough magic.
You have no BSB. Don't hurry up to take one, it requires careful tactical consideration. But that is definitively a must-have at 1500 pts and above.
In MSU, a BSB is not as necessary as in classic lists; a BSB riding a pegasus - or a dark steed at least - would be highly useful. He would wear the best possible armour (including a sea dragon cloak) and probably use a lance.
An alternative could be to take a BSB mounted on a CO in a medium COK unit (8 to 10), if you consider to make a COK unit larger than minimal.
You don't have a single musician. Musicians are important for melee units: in case of a draw in melee, there's kind of a music competition and the winner wins the melee. Also, in case a unit has to flee, a musician helps it to rally. So musician are very important for large melee units (spears) and for units which flee a lot (DR). Less important for minimal size units which are meant to be sacrificeable.
I recommand you to add or convert a musician to your spearmen.
What's next?
- Executioners => well needed high S unit. The minimal size is convenient. Try to have a musician with them, and a champion.
- Warlocks => 5 are enough, no need for a champion. Very interesting unit.
- Cold One knights => Either 5 are nice, with only musician, or 8-10 with full command. I'd recommend 10, FC.
- Crossbowmen => a small unit of 10 should be interesting. They could be handy to babysit a sorceress (so take a champion). A musician is mandatory, otherwise they could not shoot at a fast opponent coming on their sides or rear. A pennant is not necessary.
- Sisters of Slaughter => no hurry, that's another low strength unit. Some reports tell that a unit of 15 joined by a shrine makes a very nice unit.
What's not considered?
- Master BSB: Must-have. I recommend either on a fast mount, or on a cold one inside a medium COK unit.
- All other characters and their mounts seem to be out of your fluff. Marchiosias don't really need them anyway.
- Dark Riders: they would be valuable for your army tactical style. I'd recommend one unit of 5 with shields and crossbows, musician. If you like the pennant, it is not a liability.
- corsairs out of fluff and not necessary for you.
- More warriors are not useful at all.
- RBT would be very valuable, the more the better (up to 4).
- scourgerunner is not the best addition to your army.
- COC would be useful, if you start using COK, why not COC?
- BG is interesting for a MSU army.
- hydra seems out of fluff, and it is not what you lack most.
- kharib would be slightly more useful, but seems out of fluff.
- shrine is not really a MSU thing, but seems to synergize wuite well with sisters, or spears (as a bunker for your footed sorceress).
Now, from an aesthetical point of view,
your army looks fantastic!
I just wish you handpainted the two pennants. And a BSB when you will get one.
- Warlocks - elite battle mages, probably solar and fully clothed
"followers of the old lunar cult, loosely based on Celtic culture, and followers of the new way, calling for order and unification and using the imagery of sun."Very strange that you consider warlocks as solar. Their design, both in rules and in model, make them fit perfectly in your lunar theme. Also, most people would spontaneously consider fast cavalry with clothes to be dark riders, and naked fast cavalry to be warlocks.
I really would advise you to have two sorts of horse riders:
- the "solar" Dark Raiders, fully clothed and using lances,
- and the "lunar" warlocks, bare chested and using strange hand weapons, with mere tatoos providing an efficient armour.
But you could also make them all lunar, that would provide more male lunar models. The fast cavalry concept is certainly more "lunar" than "solar".
In that case, make them all bare-chested,
- the ones with crossbows and lance (shields would be nice, too) would be the DR,
- and the ones with handweapons only and weird heads would be the warlocks.