I thought that the body of a beloved leader would still be worthy as an objective marker. Maybe even adding a randomiser, so any friendly troops either gain or lose fatigue as they approach the objective. Depending on if they are outraged or repulsed by the execution. May also make a Joms Viking leaders base a bit scary?
Nice ideas.
I was thinking of switching from alive to blood-eagled on turn #x if the rescue group doesn't get there in time while at least one of the enemy is in proximity.
Then, bonuses and penalties change, as you described, for the second part of the game.
Just brainstorming....