@ darkuss: I whould advise you to wait for ice (likely won't all be that long now. Likely just a few month). That's when the scenarios for FFH2 will be done (take a peak at the scenarios screen if you haven't already for a neat teaser of what is to come...

).
I'm sure as heroes/world-units and wonders (might be even a rare few buildings) will be added into the scenarios at least a few of them will also make it into FFH2 on a random map (both adversaries and things for the civs) Since those are (usually) not really new features / mechanics usually the chances for that aren't all that bad...
(In fact some of the unique features available on random maps have been implemented mainly for use in those scenarios as has the Lucian world-unit the Doviello start with. So that has actually already been! happening. No need to assume it will actually stop when far more of the teams energy goes into that part...)
With a lot of luck maybe you'll even see such an event-chain like that in the process (even if its rather unlikely with what Kael has outlined. But who knows what the creators will come up. They have developed quite a habit of surprising us. All for the positive of course.

).
The Mod is not finished yet so a bit of patience might help (giving good feedback naturally is even better so nothing bad about commenting

).
Also there is always the possibility of modmods (and the modmodding community for FFH2 is quite vibrant thanks to the overall quality and success of the Game

).
Such event-chains sound like an excellent idea for a modmod going for that idea in a large-scale manner... So perhaps putting your request in the scenarios and mods sub-forum might yield better results to your proposal.

(The point i would advise you to start would be the thread of the rumors&intrigue modmod which tries to implement parts of BTS espionage into FFH2 in a way that fits the background in a better way. I even believe they have already spoken about something like this...)
Agree on the 2 chests i have found so far being not all that interesting (and i see that its rather the rule than the exception if i look up the posts about the matter here in the forums).
I did like the quasi-great merchants you gained in marnok's modmod when digging up a treasure (with trade-mission for your own cities instead of foreign ones + golden age or ability to settle as a greath merchant) much more.
It needn't be all that hefty (even though you can already find great people in lairs right now so it might! be an option / not totally over the top) but at least something in between what you get now and that might be a better idea imo...
(a good amount of gold might be the thing to go with. Some items can already be found and i find them alright... Wonder-Items placeable in cities whould likely be way over the top.)
I don't feel the risk or effort / reward for those chests is right the way its balanced now.