Hey Murray, I think it absolutely makes sense for a cav heavy force to have some, probably even substantial, infantry support. And for a viable 8th ed. WFB army it may even be a requirement.
I ended up going in a different direction, but I initially had a similar plan for my Empire army. Was going to be a kind of "expeditionary force" of units from all over the Empire, but funded and led by the order of the Knights Griffin.
Let us know how it goes if you follow through on this. Would be really cool to see how you tie it together.
Welcome, to another defender of the Empire!