Fairly inaccurate to the Cheyenne. Give them the Dog Soldier as a trainable unit, have one of their upgrades be;
Plains Alliance
The Cheyenne rally their allies, calling for aide from either Chief Roman Nose or Chief Pretty Nose.
Chief Pretty Nose
Chief Pretty Nose sends an Arapaho War Party, consisting of X Cheyenne Dog Soldiers and Y Arapaho Cloud Riders, as well as enabling the ability to train Arapaho Cloud Riders, and increasing the number of Native Warriors trainable.
Chief Roman Nose
Chief Roman Nose allows the training of additional Cheyenne Dog Soldiers and unlocks X tech to increase the fighting ability of Cavalry units.
I’d also suggest the addition of an Arapaho trading post, but that might be a tad bit difficult as speakers of the language are few and far between. I’m even having trouble finding any.