I've leveled up my legendary lord, but no Quest Battles were unlocked
Quest Battles for the Hung are locked until you complete the previous battle, as they are narratively-driven and are meant to be played in order. Complete the first Quest Battle and the second, third, etc. battle should unlock when you've reached the appropriate level.

I can't transfer Plunder to my Tribal Gathering
Unlike the Ogre Kingdoms, who transfer meat globally to their camps, the Hung must physically carry their Plunder to their Tribal Gatherings. You can transfer Plunder to any force within your army's circle of influence.

How do I get the Khan's Hoard resource?
Once you have transferred Plunder to a Tribal Gathering, there are buttons in a panel on the left of the screen where you can convert Plunder into Khan's Hoard.

Zao Korr's army is so expensive! Why are horses so pricey?!
At campaign start, Zao Korr is cursed with the "Thrice-Damned" trait that has a steep penalty, due to his failure and blasphemy towards the Chaos Gods. You can cleanse the curse and gradually remove the penalty bundle by winning his quest battles.