What I want in the last DLC is a revisit to Christendom.
More depth for heresies, more crusade mechanics(why are there no situations like in the first crusade where armies essentially looted the lands before even reaching Constantinople, why is the kingdom of jerusalem always a direct holding of the conqueror/no patchwork crusader states, etc), more ways to interact diplomatically, etc. Just make the Christians, who honestly have few mechanics compared to the other religions, more interesting.
Yeah, you're right. There are a lot of medieval events that could never happen within the confines of the game. What comes to mind for me is the Fourth Crusade, in which a bunch of crusaders showed up at Venice asking for passage to Jerusalem. Venice being Venice agreed, on the condition that they help take over a castle in christian Croatia. They did, and then they went and laid seige to Constantinople to get more money, and installed a new emperor. When he didn't pay them what they wanted, they sacked the city and then split up the Byzantine Empire between themselves and Venice, creating the Latin Empire. Nobody really made it to the Holy Land.
It's a hilarious and interesting event, but it's something that is actually impossible within the existing game mechanics. Crusading armies are tied to individual nations, so there's no way to divert them for your own purposes or to load them onto another nation's ships. Moreover, there's no way of forcing an abdication in another nation outside of installing a claimant sheltered in your own kingdom, and there's no way to create a new entity of any reasonable size out of another Christian entity after going to war with them, because wargoals against Christians are extremely limited unless you've reformed the Roman Empire or requested an invasion from the pope (which would be a stretch in this case, as the pope excommunicated all the Venetians who were part of the Fourth Crusade). I think it's a perfect example of how the game's mechanics limit interesting scenarios like that popping up. This is part of the reason I never play ironman, because you can use the console to create cool scenarios, and subvert some of the silly limitations imposed by the mechanics.