ohh... no availability for warlords ..
too bad..
out of context :
the bandit unit you created seems very very powerfull... It is true the Ai will have some trouble using it, but otherwise it is very powerfull for improving your poor/desertic land.
I thought that maybe, it would be more interesting to not limit it's use to vengeance type religions as it seems a quite "profane" unit.
for exemple their use could be limited to a civic.
the "bandit leader" units can be only created under a certain civic :
the civic can be
-government ("bandit state", "druglords"...),
-legal ("legalised banditry"),
-labor ("organised razias"... add to it a chance for the creation of slave units when winning a combat and people may trade the pop rush of slaver to this civic)
-trade/financial civic ("agressive libersalism", "exploitation of the colonies"... but in this case the unit is not a bandit but a "aggressive risk taker" or a "taxe collector")
the deal would be to make for exemple only available 1 bandit leader for 2-3 cities, bandit hideout distroyed if changing the civic, (or making the hideout a very bad choice if you don't have the civic: bandit hideout = bonus of the case the bandit is on,+ "-10f -10H -10c" and when you have the right civic : +10f +10H +10c to compensate the initial malus)
to that add :
-bandit: neutral (as privateer) and/or invisible (as spy) unit, cannot attack. bandits are sustained as any other unit. (can only go into neutral or opened border lands)/(can go into other cultural border?)
-some unit (mounted units? or new unit?) can see the bandit.
-add a malus on the civic : -10%science, -20% GP, +50% maintenance, high civic price..etc, -1 to diplo to every civ (wary of pillagers), -3 (total-4) to diplo if not the same civic "your way of favorising 'pillager into our pacific countries' / 'exploitation of our good-willing peasants' upside us".
.make the vengeance wonder enable X bandit-like units, pillagers/quester for the faith.... (X =3-6-infinite) those units are not sustained. + (unit not neutral, + invisble) (+unit can go in adverse territory) or unit neutral/not invisible, commando, can pillage. so the unit can distroy ennemy goods without declaring war, transfer it to one's coffers.
this way,
1) vengeance religion would have a bonus for the use of bandits : free ones, more powerfull ones, (+other vengeance type units) + having availability of bandit-like units without having to suffer the malus of the 'standard' bandit-civic.
2) bandits caracteristic are available to other types of gameplay (as the special ability of bandits is not typically a religious one, it seems better to have it out of religion, the religion aspect only increasing the unit performances)
3) people may want to use other civics than the bureaucracy/slavery/mercantilism trio. (especially if you move this unit on a labor civic)
my two cents.
another thing : IMO sleepers should be able to spread religion (as a missionary, but with a lower chance), as they blow their cover, the unit is distroyed (as missinoary unit) the religion spread or not. ==> it makes good usefullness of sleepers : both an aggressive behaviour and a more pacific one.