I have doubts whether even the tayuan should be in. All I can find is that the han Chinese found the dayuan in ferghana who were settled in cities. Likely yuan is derived from Ionian which is what the Greeks were called in the east - in India they were yavana, also derived from Ionian. Wouldn't even be a steppe folk - but please correct me if I'm wrong.
I don't know too much about them but my impression was that they were thought to be descendants of Greco-Bactrians split from the main kingdom during the Yuezhi migrations, so I agree they are probably anachronistic.
An another tribe that needs to be added are the sakas, that later moved into gedrosia which became sakastan
The Saka is just the eastern name for the Scythians, so it's the lump term for many, many subgroups between the black sea and Tarim basin. The closely related Sarmatians are there but the Saka are only represented by Khotan (an anachronistic but I think acceptable name) and the Shule. I am not sure what Kusan represents but it might be Tumshuq, another Saka kingdom. Khwarezm/Chorasmia was probably the largest eastern Saka kingdom but it's been left out.
(while I'm on this area- Sogdia seems a bit small to me. Maybe extending it towards Kanka (near modern Tashkent), or adding a new Kangju tag would be good. The city definitely existed in the 4th century BCE.)
imo the most glaring omission is Khwarezmia. the entire area around the Aral Sea is wasteland.
I agree, it's strange to leave out, especially given its importance to Persia and Zoroastrianism. Iranica has a good article on Chorasmia that talks about their extensive cities and canals build in the 6th and 5th centuries BCE.
Other possible tags in that big empty space: the Dahae (who maybe killed Cyrus, and included the Parni, who attacked Seleucid parthia and founded the Parthian Empire), whatever you want to call Ateas' kingdom (which fought Philip II), the Massagetae, Aśvaka, Thyssagetae, Iazyges (and many other groups mentioned in Sarmatia Asiatica), Siraces and you could put the Alans (at this time including the Roxolani) somewhere north of the Caspian maybe.