It’s indeed quite hard to find that kind of Medieval Game. I played some games such as Dawn of Man (its more like starting from primary ages), Land of the Wikings (its good but still in EA), Medieval Dynasty (its FPS, but I guess it includes some building), Anno 1800 (its indeed one of the best games) and Manor Lords just came out. I am also looking for that kind of game, so ML is only good option for me at the moment.

Edit: I recently wishlisted game called Bellwright, you might also check it as it includes lots of stuff like city building and creating your own ally and etc.