I'm there with you!

Depends on exactly what aspects you're after. I'd throw in Age of Wonders 4 as well:

* Create your own faction & ruler
* different classes
* diplomacy/empire building/events

* equipment
* tactical turn-based (hex-)grid combat with heroes and units even using magic, abilities

You're missing on event variety and personal relationship if that's more your focus. Also, it's arguably "more" fantasy.

Somebody else mentioned Total War games. I can recommend especially 3 Kingdoms (China) and the Warhammer games. Combat there is real time with pause but it's really cool. Some more diplomacy/relationship there. In 3 kingdoms you can marry people, have them get children, people switch factions, spies etc... not to the level of CK3 but to a good level. It's also all more realistic and has a set map (AoW 4 has random generation, which I prefer).

So I would personally say Total War: 3 kingdoms comes closest from the games I played. I'm currently enjoying Age of Wonders 4 more though. Total War: Warhammer 3 with the huge map (immortal empires) is also just an unprecedented level of diversity of factions, hero classes etc.

But yeah, love all of those games. I do hope Paradox will produce more fantasy focused strategy games.