This is an interesting thread.
First thing: I hope somebody didn't sell you that Armored Ash as if it's a legit figure. Nobody has ever made Ash in armor, and if you look the armor is actually Evil Ash armor repainted. This coupled with the fact that he has two "human" hands indicates that this is just a repainted Evil Ash with an Ash head. Looks like the legs are probably from one of the knight figures too. Odds are somebody got a little creative with all the extras left over when they were cracking open 64 figures to get the super-rare ones.
Secondly, you seem to be missing some of the chase figures. The most obvious missing figure is the Holiday Ash figure. All told there are 31 individual figures:
Series 1:
Hero Ash
Deadite Scout
Pit Witch
Deadite Centurion
Knight
Deadite Pikeman
Deadite
Deadite Footsoldier
Series 1 exclusives:
Splitting Ash (Previews Exclusive)
Deadite (Previews Exclusive)
Evil Ash "V-1" (MusicLand Group Exclusive)
Deadite Scout (MusicLand Group Exclusive)
Knight (Gear4Games/TimeandSpaceToys.com Exclusive)
Deadite Skeleton (Gear4Games/TimeandSpaceToys.com Exclusive)
Deadite Builder Pack #1 (Palisades Direct Exclusive)
Deadite Builder Pack #2 (Palisades Direct Exclusive)
Bloody Battle Ash (Palisades Collector's Club Exclusive)
Bloody Battle Deadite (Palisades Collector's Club Exclusive)
Holiday Ash (Retailer Exclusive)
Series 2:
Deadite Archer (1:8)
Deadite Captain (1:8)
Deadite Infantry (1:8)
Duke (1:8)
Duke's Knight Infantry (1:8)
Evil Ash "V-2" (1:16)
King's Bodyguard (1:16)
King's Knight Infantry (1:64)
Pit Battle Ash (1:32)
Pit Deadite (1:8)
S-Mart Ash (1:64)
Winged Deadite (1:16)
Now, when Palisades went belly-up a lot of prototypes of unproduced figures popped up on eBay courtesy of ex-employees but they were often noticeably works-in-progress, they were generally pretty pricey and as far as I know they were all just army-builder types and no Ash variants were released.
I have every "Army of Darkness" action figure ever released. You can see a pic there, including all 31 Palisades "Army of Darkness" figures (plus everything from Sideshow, McFarlane, NECA and Mezco):
As for Mezco and their "Cinema of Fear" license, that has nothing to do with "Army of Darkness". Mezco managed to get the New Line Horror license, which NECA previously held. New Line controls "A Nightmare on Elm St.", "Friday the 13th" and "Texas Chainsaw Massacre" and they've essentially built that entire line on those three New Line-controlled properties. "Army of Darkness" is controlled by MGM (who owns Orion).
In any case, it's a non-issue because as recently as February 29th Randy from NECA posted this on their MySpace Q&A:
I hope we get to a Hero Ash and Possessed Sheila 2 pack but this year keeps getting more and more full
This was hinted at before as a single-figure. What it would be would be their Medieval Ash re-decorated with the armor, making them the first company to make this version of the character. They asked fans about it previously somewhere (I think it may have been an earlier MySpace Q&A) and this idea has apparently "morphed" into the 2-pack with Sheila, which would also be sweet because she's never been made in figure-form as well. They've also mentioned doing the Medieval Ash as a 12" figure, sorta like their 12" Shaun of the Dead figure which is the same as the smaller one but... bigger.
But yeah, it's a slow time for "Army of Darkness" collectibles. For something that's never been in the "Freddy" and "Jason" league in terms of mass-popularity it's arguably become the most-merchandised horror film these last few years and unfortunately there's really nothing concrete on the horizon beyond NECA mentioning the 2-pack and the 12" figure. Still, they seem to still have the license this year.
But yeah, the only one you seem to be missing is Holiday Ash and they aren't really super-rare or anything. There are a couple of them online now for very reasonable prices.
Of course, mine is one-of-a-kind because I got the one Palisades sent to Walt Flanagan at Jay & Silent Bob's Secret Stash. It still has the mailing label on the box and everything.