I agree that the game needs a “boss beast” kind of enemy (in effect, an AFV, which I need to team-storm). I also agree that one-hit killing machines are too hard to handle. I won’t go to a fight that may cost me 3-4 top-trained men even if it goes fairly well.
I actually propose mammoths – beasts that just travel over the map like wild animals (perhaps seasonally?). If you want to, you can try to “hunt” them for meat, fur and tusks. They usually keep in the uninhabited parts, but if some of them go too near villages, the people there will hire you to shoo them off. You might get an old huge male go nuts and stomp over nearby settlements from time to time…
You could even add an ecological element to it – if you kill too many of them (or too many calves), they will come in smaller numbers next year.