I saw many people complaining about missing Fire Lances and Sitting Tigers. Today a Steam Forum post solved the mistery:
Saved games cause this bug, a save in Archaic/Classical disables both Fire Lances and Sitting Tigers, a save in Heroic disables Sitting Tigers. It has been caused by AVAILABLE tech status in the techtree, it should be used only when, the tech has immediate effect, when the game starts. There are some additional consequences:
Nuwa: Save the game in Archaic age and quit. You will have no longer access to Market in Classical age.
Fuxi: Save the game in Archaic Age and quit. Your Immortal build limit will be 10 in Classical, 12 in Heroic and 14 in Mythic age. Classical and Heroic age saves can also increase the Immortal build limit.