I had an idea. What if Adventure mode and Fortress mode could be combined?
You could choose one of your most capable warriors to become an Adventurer, a new type of Noble. They wouldn't have any mandates, and no demands apart from a nice room with maybe a weapon rack or two. This Adventurer would be able to travel. You'd select him and go to a map screen, where you pick a location for the Adventurer to travel to. The game will calculate how long it would take for the Adventurer to get there, and after that time has passed you will recieve an announcement and assume control of the Adventurer.
The Adventurer would be controlled as it would be in Adventure mode. You can travel around, do quests for people and collect items. When you feel like you should return, you can do that in the travel screen. All of the sweet loot the Adventurer brought back will then belong to the fortress.
However, the Adventurer's actions could also have diplomatic repercussions. Attacking an elf settlement is very likely to result in an elf siege. The adventurer would also be able to bring others with him, just as an Adventurer in Adventure mode would recruit random peasants. This way you would be able to launch sieges of your own!
I think that this addition, if it's even possible, would create new possibilities to gather otherwise unavailable materials, have more interesting wars and see the world that would normally be off-limits for those who build.
Please leave any feedback!