I like the speed aspect.

Not sure if I am on board with the dreadlord build though. I have a similiar monster themed list that is lacking an anvil unit too. I am hoping to cover this with speed and multple flank charges. I would think about trimming the fat to get another unit in there. I think I saw that there is a 1/6 chance of your cold ones going stupid, so increasing their points cost just makes it hurt even more when they fail their test. If you dropped two dark riders and the extras on your cold one knights you could pick up another unit of CoKs. There are a couple of other speed lists on here that you can use for some more ideas.
This one is Vulcan's
Characters
Master, Cold One, Heavy Armor, Shield, Sea Dragon Cloak, RXB, Caledor's Bane
Master,
BSB, Cold One, Heavy Armor, Shield, Sea Dragon Cloak, Lance, RXB, Hydra Banner
Sorceress, Level 2, Dark Steed, Darkstar Cloak, Dispel Scroll
Sorceress, Level 2, Dark Steed, Tome of Furion, Seal of Ghrond
Core
3x5 Dark Riders, RXB, Musicians
2x5 Harpies
Special
5 Cold One Knights, Full Command, Ring of Hotek, Banner of Hag Graef
5 Cold One Kights, Full Command, Banner of Murder
5 Cold One Knights
Cold One Chariot
Rare
2 Hydras
2245 points.
Mine are 2k or 2.5k but you will get the idea.
dreadlord - dragon, sdc, shield, armor of eternal servitude, seal of ghrond, caledor's bane = 569 ( thanks)
master - manticore, full mundane, deathpiercer, ring of hotek, and pair of handbows = 356
assassin - rending stars, manbane, extra hand weapon = 151
5x dark riders w/ rxb = 110
5x dark riders w/ rxb = 110
5x dark riders w/ rxb = 110
5x harpies = 55
5x shades w/
gw = 90
5x cold one knights = 135
5x cold one knights = 135
hydra = 175
total = 1993 +7 musician for one of the dark rider units.
dreadlord - dragon, sdc, shield, armor of eternal servitude, seal of ghrond, caledor's bane = 569
master - manticore, full mundane, deathpiercer, ring of hotek, and pair of handbows = 356
assassin - rending stars, manbane, extra hand weapon = 151
5x dark riders w/ rxb = 110
5x dark riders w/ rxb = 110
5x dark riders w/ rxb = 110
5x dark riders w/ rxb = 110
5x harpies = 55
5x harpies = 55
5x shades w/
gw = 90
5x shades w/
gw = 90
5x cold one knights = 135
5x cold one knights = 135
hydra = 175
hydra = 175
total = 2423
Unfortunately, mine are also a no magic theme.
I am, by no means, saying these lists are better they are just to give you some more ideas. Your list looks pretty good as it is.