The Palmyrans would be mostly a Cataphract horse archer army. Similar to parthians. They would have more camel mounted and arab mercenaries, and possible roman style infantry.
I like the Queen Zenobia historical element, very romantic, and similar to Cleopatra. I think a rich ancient court scene set would be super cool. I'd also like a colorful command / camp set and some elite camel mounted troops.
Mostly for fun, not too serious sets really. But they did have some serious fights with the romans.