Woo, finally got the forums to actually accept my registration! So, I've got a whole list of things from my current 42.06 fort running FDII Rv18.
Sieges are sometimes failing to path towards my fortress correctly. Not sure if this is due to vanilla siege behavior or something that can be fixed with raw modding, though. It appears to be an unwillingness to abandon a dead squad leader. Had several siege forces of Hellfire Imps park themselves at the map edge for several months, despite an invitingly open entrance. At least three of these stuck sieges were ambushed immediately upon arrival by a simultaneously arriving force of Warwolves, War Elephants, or Frog Demons. After sitting at my map edge for several months killing my FPS by roasting the occasional passing Emu and lighting the entire surface forest on fire, they quietly left.
I think my latest invading force of Hellfire Imps is, in fact, led by a horse. Said horse currently appears to be random-walking rather than pathing towards my entrance, but that could change, and at least they're moving. That said, I haven't noticed the horse being spurred yet, so there's a pretty good chance of it being scared off upon noticing one of my numerous distracted tree-roosting emus or keas if it doesn't manage to get tagged soon.
Also, I think you made a mistake with the graphics raws. I haven't checked all the raws carefully, but it appears as though you offset all the weaponed sprite positions by 1. Remember, in the sprite sheet there's no separate image for recruits and default, they both share the position 0 image, and the position 1 image is wrestlers.
Spurring is an endless source of entertainment, though the fact that it shows up as a Combat report in the log is slightly annoying. A large animal population combined with lots of visitors means constantly rechecking the logs to see if the latest red C is an animal being spurred or actual combat. Is it possible to make it count as sparring for purposes of reporting instead? Anyway, I've had a weremoose mobbed to death by a flock of dozens of tame Keas, as well as the entirety of two (passage-linked) caverns explored as the result of a pair of tame Peregrines chasing a Crundle for years. My first crop of Cave Crocodiles is nearing maturity as well, which ought to be fun.
Some FD races seem to have issues claiming and/or using beds. I've noticed some of my Nagas and Badgermen taking naps on the floor of my dormitories despite dozens of unclaimed bedrooms both location-assigned and unassigned and sleep-assigned barracks. The barracks in question are outdoors and roofed with green glass retracting bridges though, so they may be affected by the inside/outside characteristic. Possibly related, many of my FD race mercenaries are rather obstinately refusing medical care. Badgers seem to be particularly prone to this, I've had many with multiple broken limbs, open wounds, and raging systemic infections continue training until they died of infection years later.
Some FD races may be too small for their weapons. I first noticed it when my Naga mercenaries refused to equip assigned Longswords. Not sure if it applies to invaders though, and I haven't checked to see which races have oversized weapons available to their entity entries. Notably, I believe Nagas are in fact too small to use Pikes, Halberds, or Longswords (Adult size 50k vs 62.5k/62.5k/52.5k required respectively, all of which are available.
Regarding naturalization, I've yet to acquire any FD races as anything other than Mercenaries so far. I've had a few Naga and Tigerman scholars visit, but not petition though.