First question: What point size are you playing? I find Harkevich is a fair bit harder to build for at 35, just because you want a decent battlegroup with him, and that tends to evaporate your points quickly.
Second question: What list are you running currently? That'll frame the discussion a little better.
Some general thoughts though:
I kind of agree, Conquest with Harkevich isn't a magical combination. It's still a lot of eggs in one basket, and you still need to play carefully and smartly for it work well. I do think Harkevich brings some very nice things along for Conquest, and they do work well together.
My preferred setup for Harkevich has been a 3 warjack battlegroup, usually Spriggan + Black Ivan + 9 point 'jack (Decimator or Demolisher, waiting for the latter to release.) With that setup, it's pretty easy to swap Conquest in for the Spriggan + 9 point 'jack, and then keep the rest of the army intact (since I was bringing Mechaniks and focus multipliers like Sylas + Koldun Lord anyways.)
I think that even with Conquest, Broadsides is still a really corner case spell. I think its much more effective to play a "bully" game with Harkevich: use the enhanced mobility provided by Escort and Field Marshall to get your warjacks into a good position, then use your feat to tilt attrition in your favor. Ranged attacks should be used encourage the enemy to engage, or if a juicy situation presents itself, but I don't think that Harkevich can work with ranged attacks as plan A.
I find that if you're not casting Broadsides, Harkevich usually has enough focus to fuel the one warjack he really needs to a turn, and if you have Sylas + Koldun Lord around, you can keep his battlegroup humming pretty well (5 focus for allocation + 1 from the Koldun Lord.)
What is really nice with Broadsides, however, is out of activation shooting and the shenanigans it allows for. For instance, in my game with Harkevich and Conquest, I almost pulled out a win when I double-handed threw Joe at Caine2 (couldn't roll an 11 on 3d6, even with a re-roll!) The collateral damage from a Conquest power attack is an 18 damage roll! Follow that up with a Broadsides shot from the Main Guns and whatever else you have around (Ivan, Demolisher,) and any 'caster relying on DEF is going to explode. That's something only Harkevich can pull off, and it's surprisingly effective since it's self-contained (i.e. you can throw your own model to pull it off, and it's really doable with Fortune on the double handed throw attack.)
Regarding infantry support: Harkevich relies on his battlegroup to be his linebackers. They're going to be the models getting their hands (claws?) dirty, and they're going to be responsible for a lot of the heavy lifting. The good news is: with the innate hitting power of Khador maybe a damage buff (Ragman is really good with Conquest, due to his massive base,) and Harkevich's feat, you can usually tilt the "heavy vs. heavy" fight in your favor.
So, I almost exclusively build his infantry for anti-infantry. And since I usually don't have many points to toss around, the best options are usually WGI + UA + Joe, or Ternion (possibly two units.) Sprays are some of the most effective anti-infantry tech out there, and it complements the blast damage you'll probably be tossing out with your battlegroup. If your infantry can mulch out their infantry (and their support, if you're lucky!) that leaves you with a heavy on heavy fight, which is what you want. If you end up fighting another dense army and you don't need to mulch infantry, you always have some models you can toss in the way to screen your battlegroup or contest objectives.
Once I get Conquest in hand, he and Harkevich are going on tour. I actually like his theme list for the benefits its brings, but I do miss the focus efficiency and other buffs you can get with a general list. Still, I think it's worth trying out, especially since most Khador theme lists are kind of terrible.
For reference, here's the first list I'm going to try out (hopefully this will help the discussion as well):
Tier 4: Wolf Pack
50 points, 27 models
Kommander Harkevich, The Iron Wolf
* Black Ivan
4 Battle Mechaniks 2 points
* Battle Mechanik OfficerKovnik Jozef Grigorovich
10 Winter Guard Infantry
* Winter Guard Officer & StandardWinter Guard Mortar Crew
Winter Guard Mortar Crew
Add +1 to your starting game roll.
Friendly models/units can begin the game affected by Harkevich's upkeep spells.
For each warjack in Harkevich's battlegroup, place a heavy wreck marker.
Note: this list could pretty easily be adapted to a general 50 point list by dropping the Mortars. You only end up gaining 3 points in the trade, but you could easily turn those into Sylas + WG WA, or any number of other tweaks that would work well.