I've watched several let's plays of the MoH DLC and it looks like Liu Bei keeps dying right at the beginning. It seems that because he doesn't start with Guan Yu and Zhang Fei he keeps getting curbstomped by the Zhang brothers.
Total War is obviously a sandbox, but it's pretty dumb to have a main faction die at the beginning, especially because part of the appeal of the DLC is that it bridges into 190 AD. Kind of defeats the point if Liu Bei is dead 10 turns in. I see Cao Cao is in the south for some weird reason too, that doesn't make much sense, him settling there.