And - what about adding the opportunity to capture the Black Knights and the Fallen Knights as POW and use them in our armies then?

To prevent havoc in gameplay, this "POW" option might be made hard to get, for example, dependent on a very high level of the heroes or on a certain amount of resources available. Or - you have, say, 10 diamonds, you can capture ONE Black Knight.... In the latter case they better have tremendous fighting power

AND - we have these periodical riots in our mercs camps, right?

Why not have regular uprisings in, say, the Black Castles or elsewhere resulting in the Black/Fallen Knight raids against our towns? It's a Kingdom Event, right? If a player fights the raid off successfully, he/she can also capture a certain number of the Black/Fallen knights as a perk.