some personal thoughts about Vanguard and what to do with it:
Vanguard fills a niche that no one else covers at the moment, problem simply was that people expected something different
so it did not become the entry game to the Kings of War universe, but the game for people who wanted a fantasy version of Infinity
Yet Ambush fills the need of an entry to KoW better than any skirmish could do anyway as the transition from a single model skirmish to multi-based units is not really there
for the niche, Frostgrave is a very casual game focused on the single Hero, Freeboters Fate as another similar scaled game but has a very specific theme (which is not bad, just not for everyone), the same with Carnival or The Silver Bayonet and people are going for it as the historical-fantasy game are something people like and small number of models even make them buy into metal
having a miniature agnostic, complex skirmish (as ~10-15 models) game fills a gap and it would make sense to expand that with rules that are not linked to the models, like expanding a KoM list with different historical themes and/or doing more with the Undead (to get that certain horror theme of Musketeers fighting Werewolves) and this is also the game were I would say a historical supplement would add more than for KoW
that said, another gab is the 3D game which was once covered by Mortheim but while the game was good for campaigns and is still expanded with unofficial supplements, it failed as an on-off game as getting the terrain right was complicated
with 3D printing now this is less of an issue and the game sees more players because you need an awesome terrain filled table first, before you can really enjoy it
hence I can see a fantasy version of Deadzone, 60cm board with easy 3D terrain rules to get the ruined city/castle vipe, as an addition to Vanguard instead of replacing it
one game covers the 2x2 to 4x2 city fight board that would go along with KoW siege rules and Vanguard covers the larger board (4x2/3x3 to 4x4) and “open” field fights
also for terrain, modular medieval-fantasy terrain is hardly available, until recently the budget option was the russian castle-craft series which was on the smaller side (made for classic 28mm models) and not available any more for obvious reason
the other option is the Middle Earth terrain from GW, with the Gondor and Rohan sets being similar modular (but limited in compatibility to each other) and on the expansive side if you want to fill a 2x2 table with 3D terrain (specially as the LotR movie style is covered with STL files)
Archon Studio has a gothic-fantasy range, but they are hard to get (for whatever reason they are out of stock)
as Mantic is working with Archon, expanding on the Archon Terrain with a Deadzone like fantasy game and Vanguard as follow up skirmish game for those who want more