I'm currently playing the Hun on Deity now, and fairly close to winning (currently holding 5 capitals). Can't say i'm super good at this, but the things I've learned:
- Play on Great Plains. Tons of horses, cows, sheeps. A bit cheaty but who cares?

Potentially you can get +3 +4 productions per city which is kinda a big deal in the early game but certainly falls off late game.
- I personally find horse archer kinda underwhelming. I mean it's certainly really strong but the thing is its upgrade path is so terrible I really don't want to use them. I find building archers then having enough money to upgrade to composite is better in terms of efficiency as you can upgrade them to crossbowman right after that. You might win your first war with your Horse Archers, but after that they're only useful for pillaging tiles.
- Sell your horses+irons. One of the tricks people don't seem to know is that if you sell strategic resources 1 at a time, you can sell them at 2 apiece if the AIs have nothing against you.
- Cover I doesn't carry over, but if you upgrade your rams to Cover II (by simplying having a barracks), the two promotions carry over when you upgrade to trebuchet. However it means that it'll take a while to get the +50% against city. There's give and take here. The cost of building ram ~ the cost of building catapult, so it's up to you whether you want the two cover promotions instead of the damage promotions. I personally'd take the cover promotions. And again rams are only useful for your first war at best in Deity difficulty, but they have much better upgrade path, no wasted promotions so it might be a good idea building ~4-5 and upgrade.
- Need money~ to upgrade so don't focus too much on internal trade.
- Even if people are denouncing you left and right, they still will buy your resources (or 5 strategic resources) at 3 GPT. Not much but if you have like 7 salts 8 golds or stuffs like that after your killing spree, you can sell them (or give them away for free for some dip boost, rather than just letting them sitting around).