Except that is exactly what they have been treated as through out history.
No that's all Romani but there are several groups beyond the romani who have been considered gypsies or the z word, the uniting ting about them is their status as social outcasts. And don't know how things are where you live but if you call a romani in sweden the z word you'll get your nose broken. we had a store in my town called the tobacco z-word and they got sued by the romani community.
It doesn't matter who they've been treated throughout history, the term "tzigan" in itself is not derogatory for them and it's only some countries that are considering it derogatory just to create social tension. Most of the gypsies in Romania don't get offended when you call them "tzigan" and they won't break your nose. I am not going to turn this thread into a political debate and give the admins a reason to close it because I think that introducing a Gypsie culture in CK2 would make some very interesting games and would actually give the devs a lot of creative posibilities.
If done right, a Gypsie character could be really fun to play because it would force you to play the game in a non traditional way.
Also, I would advice you to actually come to a Balkanic country and live in a real Gypsie community before claiming you actually know anything about them. From what you've been describing, the Gypsies in Sweden are far from what the majority of Gypsies are.
Just to clarify one thing. Social outcast does not mean Gypsie and being a Gypsie does not automatically make you a social outcast. There were many Gypsies in the Middle Ages living at the courts of nobels, usually as musicians or craftsmen. While most Gypsie were mostly nomadic in that period many settled Gypsies existed as well and they now make the majority of the Gypsies.