Your trio sounds like the logical approach to a "starter cohort" - Leo and Sereqet are currently the only two beasts with only one stage, right? So this way you get a 3-card cohort like the other starters.
Leo and Proximo were also my first picks for a cohort that would look really cool together. But a 4-card cohort feels a bit wrong to me currently, since the rulebook suggests either a small game size of 3 cards, or a normal game size of 5-8 cards - the 4 card game size is skipped over entirely. But that's just me being silly, obviously you could play that too.
I'm not a fan of the Sereqet model myself (although I can see myself warming up to it some day), so if I were to take a 3-card beast cohort, it would probably just be Anum + Proximo. Which doesn't really feel right, to only start with two models - but maybe it will be just as fun to play. Who knows?
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Hmm, now I'm thinking of how I could convert Sereqet to have its body raised up higher from the ground. Which would obviously make it look less like a real scorpion and more like a fantasy monster. But I can live with that...
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I think that I have only seen playtest rules for Caho-Ta, but I am not sure... is he/she a one- or two-stage beast mount?