From what I remember, there's always been mentions in CoE 3 and 4 about making a Adventure Mode mod, where you play as a single Adventurer or a group of Adventurers, looking for treasure and glory, yet none have been made, probably because it'd be a real pain to make one of them and especially since you'd also need to make a good map, on top of which you'd need to script a lot of the map to make it much more interesting.
All in all, it'd be a massive pain to make such a mod, yet I'm still curious if anyone has tried to actually do it.