Say, Dinh AaronMk, the Emirate of Khiva is north of Persia (though also north of Khwarezem, which you stated was taken by the Turks). Since Khiva is pretty close to you, if you want, they can have converted to Zoroastrianism instead of Islam in this alternate history. That would mean that it would be the Sassanian Empire's obligation to help Khiva instead of the Seljuks if they happened to be invaded by Tengri invaders from the north.
EDIT: Also, could there be a non-Abrahamic faith counterpart to the Crusader and Jihad Updates?
EDITEDIT: And I'll also put my sheet here. I'm altering some details, based on both Dinh's response and some more research (the Emirate of Khiva is actually called the Kara-Khanid Khanate, apparently; I just got the name "Emirate of Khiva" from Crusader Kings II):
Name of Country: The Cuman-Kipchak Confederation, known to Christian kingdoms as "Cumania" and to Islamic kingdoms as "Desht-i Qipchaq"
Religion: Tengriism
Leader: Khan Saru
Flag (actually, Coat of Arms):
Is it apart of the Crusades: No
History: The Cuman-Kipchak Confederation was the dominant political entity in the westernmost portion of the Eurasian Steppe. As its name implies, it was a confederation of tribes, over which two Turkic nomadic tribes were dominant: the Kipchak, who lived in the eastern half, and the Cumans, who lived in the western. The name "Cumania" is in fact just an exonym given to it by the Christian kingdoms it bordered to the west, who only ever saw Cumans; Islamic sources instead give it the name "Desht-i Qipchaq", or "Steppe of the Kipchaks".
The confederation of tribes had never politically unified into a single strong nation state. The tribes met as a council and answered to each other, and would aid each other at times, defending the whole confederation from outside forces, but they had usually just administered their own areas, sticking to their own politics. The great Khan Saru, khan of the Cumans and current head of the confederation, urgently sought to change this. He saw the kings to the west and the sultans to the south. He had witnessed firsthand their infrastructure and their castles. Though his advisers scoff at the notion of giving up the nomadic ways and instituting such foolhardy ideas as fiefdoms and titles, he had seen the power of the Byzantine Empire. And he believed the first step was to unite all of the believers in the true Gods, Tengri the Sky-Father and Eje the Earth-Mother, under one organized religion.
The Tengri faith was under attack, Saru believed. Each day another one of his best men would turn to the heathen faiths in the south and the west. Mohammedans, Christians, Zoroastrians, all seeking to establish new religious institutions to further propagate their non-belief in the Sky-Father. Already some tribes to the north have converted to Islam entirely, and their prowess in fighting against the confederation has increased tremendously because of it. His shamans, having procured the various religious texts from raids of the Christians and Mohammedans, say the best way to fight back is with a text of their very own about the legends of the Sky-Father and Earth-Mother, one that every tribe leader will be ordered to read and memorize. However, they say that the only way all of the tribesmen would truly be dedicated to this newly-organized faith is with a show of Saru's own dedication to the faith - he would have to take back important Tengri shrines within the Christian Kingdom of Hungary and the Zoroastrian Karakhanids.
With the Karakhanids neighboring the great Sassanian Empire and Hungary nestled next to the giant Holy Roman Empire, Saru was at a loss of what he could do; a strike at either could be interpreted by their more powerful neighbor as a threat to the religion itself. However, with the severe weakening of the confederation's southwestern neighbor by the newly-proclaimed Sultanate of Rum, and the gearing of all of Christiandom to strike back at this invader, Saru began to see an opening...
Extra: As a confederation of nomadic tribes, its borders are very ambiguous and contested, but the Cumans border the Christian kingdom of Hungary, while the Kipchaks are bordered to the south by the Karakhanids (whom I'd previously called the Emirate of Khiva). Khan Saru plans to invade the Kingdom of Hungary while the Catholics are distracted by their participation in the First Crusade, and perhaps the Karakhanids too, if the Sassanian Empire decides it wants Mesopotamia back from the Seljuks while
they're distracted by this war. He'll need the participation of the Kipchak tribe to the east, however, and that won't be an easy task. Khan Saru is primarily head of the Cumans, and the Kipchaks will count as a mostly-separate political entity.
Note that this takes a lot of inspiration from Crusader Kings II (since you have that music from the game and such). In Crusader Kings II, to reform a pagan religion, one must either own all 5 of a pagan religion's Holy Sites, or own 3 out of 5 Holy Sites, and have 750 Piety and 50% moral authority in the religion. As you can probably guess, for Tengriism, one of those is in Hungary while the other is in the Karakhanid-controlled land. The other three, at the time of the First Crusade, are all controlled by Cumania.