Keshiks have been useful throughout even in spite of seeing cavalry and cannons in my most recent war.
To summarize the game so far, I went GL and used on Philosophy then NC. I went liberty for impending free FS for Chivalry. I used the free settler for the 6 horse (4+2) coastal site to the west and did also pick up Calendar for the happiness/cash for resource trades.
Monty declared early and sent a sizable, but ultimately impotent force my direction. I had a scout-archer, 1 chariot archer at the time (with 2 more in the queue), and the initial warrior. I never made peace and hit Chivalry in the early 90s with the help from the cultural Monaco. Money was tight for the upgrades (I hadn't been able to scout past Monty and didn't have sailing), but it only took 2 Keshiks and a horseman to take the first city which had been recently settled north of Monaco.
Throughout the game, I puppeted every city in this game though I annexed a few good production ones. It was a real pain taking out Monty because of the land. Sailing -> Optics was a priority after Chivalry. But I met the other AIs and got cash together and brought a 5 Keshik + 1 horseman army around taking the southern city first before taking out the capital. I left Monty with one city to the NE and took open borders to get through.
I went Piety -> the monument, temple happiness policy. Later I would take the right side of honor for the additional happiness policies. I also hard built ND fairly late in my horse city that was small in pop, but had OK production with a stable. I annexed the former Aztec capital to be able to develop an army closer to the action. I added Keshiks and a Lancer to replace the horseman city killer. In my own cities, I built the HS, the PT, universities, etc. I also annexed Moscow which had the HG - its a fantastic production city. Rivers everywhere too.
Siam was right there on the other side and had declared on Monty as I was finishing off his capital. Siam was the military leader at the time and I saw a scary hoard of elephants, catapults, and other troops moving toward Monty's last weak city. I actually positioned blocking troops to help him out because I didn't want to be Siam's next target.
Then Siam offered a DoF (sorry Monty, you are on your own) right after which Catherine declared on me. I guess she was raising her hand to be my next victim. As I was beating her down and getting close to Moscow, Alex decided to declare and volunteer to be the next victim. It was funny, I was able to take out 3 capitals and never have to declare war!
I did a lot of CS allying and took out Siam's capital after our declaration of friendship expired with super-Keshiks. Cavalry and cannons die in 2 or 3 hits from the correct terrain specialist and I have a lot of range 3, logistics keshiks. I have been rolling in cash with the puppet empire and signed RAs with everyone (just handing out cash for nothing to Cathy and Alex since they are still bleeding and don't really like me). Everyone except for Monty who is gone. Siam was actually the first to reach the Industrial, though I have the tech lead in the demographics. I'm 6 turns away from steam power.
On the other side of the world, Japan is also gone. Askia is a runaway and has the largest army, but doesn't have as high a score as me. Caesar still has his capital with the Kremlin and 4 other cities. I have my mounted army (2 Cavalry, a lancer, and a slew of Keshiks) landed/landing in Roman territory with the intent on going after Askia first. But I see a lot of rifles, cannons, the great wall and the Himeji Castle that I will have to deal with.
I'm not even quite sure exactly where his capital is. I have +30 happiness, the tech lead, 3 saved scientists, and RAs in place with everyone. I'm making 303 GPT in my golden age (still 10 turns left) and have half the city states in my pocket.