I don't care much for the multiple peg units, I generally find additional lances of knights carry more bang for the buck. Try it and see if it works for ya though, post some reports . I also wouldn't spend the points for the grail vow on the lord. the talisman of preservation is 45 points, the vow and grail shield are 63. I'd swap the enchanted shield to him or give him the charmed shield or just rely on your normal ward save and take sirienne's locket, since the lord's going to be shot to hell.
I think at 2500 points the model count is low, you'll have to be spot on with your surgical strikes and one slip up is all it'll take.