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The Comanche are a native group in northern Texas and Oklahoma in territory known as Comancheria, but at their peak, their reach was far larger. At their peak in the 1840s and 50s, they raided south of the Rio Grande and sacked cities in northern Mexico, going as far as Tepic in 1852. However, they suffered from a number of diseases in later decades, and collapsed.
It seems to me like while they were able to reach quite far, they were too disunited to really gain territory. They were missing a unifying figure to turn them into an imperial force that could not just raid but conquer territories. Someone like Genghis Khan or Kamehameha, if you will. They seem to have had contact with imperial government from Spain, so I don't think it's unreasonable they form an empire. So, what if the Comanche had a unifying figure and became an empire?