Well, if we're looking to build a power structure of our own, taking over Wu Jian would be a major plot. We could build up to that though, building up goodwill with the regular folk, fighting monsters and renegade gods, saving children from evil cults, that sort of thing.
Going beyond that, I have a couple of personal plots that could easily expand out. One of Wei's followers is actually Seafolk, and has been searching for allies to save her home of Oceanmouth (about a thousand miles from Wu Jian, where the Great Western Ocean meets the White Sea). She hasn't revealed herself to Wei, since she has a thousand years of anti-solar propaganda to overcome, but once she believes she could trust him, and that he'd help, she'd open up.
Helping save a Seafolk community could then lead to further First Age goodies ... knowledge of the lost sunken city of Luthe, and a rough location of where to find it perhaps.
There's also the possibly of high level shenanigans with Realm, the Lintha and the local Deathlord.