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(Really, how the hell did the horde-collapse happen?)

Religious zealot rebels from horde lands which cause your country to collapse force your country to become a Steppe Nomad. It's very rare and very difficult to make happen even if you want to, but in the right hands, they can be pretty damn sweet

Paradox have stopped this from being possible in DW5.2 though.
 
Not to play down your accomplishments here, but my favourite thing about that was how Switzerland who have barely expanded beyond their natural borders, held their own fairly well against a world-spanning behamoth who owns roughly half the globe and was in the end brought down by the billion vassals you have carpet bombing them with seiges.

Yeah, Switzerland is awesome.