I've not heard of the Sioux Empire. The Amerind Empire was INTENDED to be the next module after Prime Base. I don't think anything official was ever published. My version of the Empire is probably very different from what was intended
http://morrow-industries.com/morrow-...t-blog/?cat=18
The KFS is detailed in "Bullets & Bluegrass". Again, my blog has some entries on the KFS military
Krell is (vaguely) mentioned in "Operation Lucifer", "Prime Base" and "Final Watch"
A Snake Eater team is described in "The Ruins of Chicago"