I too was thinking about the Privateers' sack of the Vatican,and even the battle where the Livonians are almost vanquished could be interesting.
Thera lore is full of potential,it's fairly easy to introduce some major battles. The difficult thing would be to make them fit well into the timeline:they would be BEFORE the start of a new campaign,in theory,so probably no Kukulcan fighting the Romuli,I fear.
Another one that comes to mind is the Wotan's killing of outsiders in their cities:the outsiders could be rendered with some militia units and men-at-arms,or other mercenaries,to represent merchants' bodyguards and the like.
Also,sorry for my lack of feedback about this HB,I haven't found the time to play it yet.