An issue here is that the Comanches have absolutely no tradition of government, really in any sense, and didn't grasp the concept all that firmly. They would make treaties with one Mexican town and raid the next, etc. Comanche tribes functioned more like large families (although they were not, and happily adopted captives and 'foreigners') bound by social mores rather than decrees of a chief or council. The only real organizational unit was the war band, which was quite fluid and depended solely on man-to-man alliances rather than any 'right' to rule. While they were exposed to the Spanish Empire and its Mexican successor states, the tiny, completely helpless towns and weak missions only inspired disgust and amusement.
What did kinda-sorta-almost unite the Comanches was their impending doom. Kwihnai Tosabitʉ / Isatai'i pulled all the tribes together in 1873/4 in a messianic jihad against the whites, and particularly the buffalo hunters who were visibly extinguishing the Comanche's way of life. It went very poorly and more or less fell apart after the first battle, where less than 30 Anglos defeated over 700 Indians. And this cuts to another obstacle to a true Comancheria Empire, the belief in magic and 'medicine'. Kwihnai Tosabitʉ promised that his medicine would stop bullets - it clearly did not, and morale collapsed almost instantly. And this wasn't an unfamiliar scenario for the Anglos. The Comanches weren't cowards in any sense, but in their conception of the world as soon as things started going against you, it was a sign your magic was broken and it was time to beat it.
What does this mean for Comancheria? I think that the Comanche Genghis Khan needs to be a Comanche Mohammad. Someone who can claim religious authority, circumventing the troublesome questions of personal/political authority, and still lead the tribes in war. Maybe a way to get here is make the Spanish more successful in North America. Under real and visible threat, the Comanches come together in, say, the late 18th century the way they did OTL in 1873. The offensive against the Spanish doesn't collapse immediately the way things happened OTL at Adobe Walls, bolstering the authority of this early Kwihnai Tosabitʉ / Quanah Parker hybrid. Then, suddenly, as if by magic - the Spanish disappear. Sure, we know it's because of impossibly distant, strange European affairs, as the Spanish presence throughout the Americas collapses in the Revolutionary-Napoleonic era. But the Comanches don't, and the prestige of the Leader is immense. The previously successful Spanish have founded small towns well within Comanche territory, and these towns are now utterly defenseless. Maybe a system of tribute is what settles in rather than total extermination, and the newly unified Comanches gain a taste for ruling over urbanized populations...