I freely mix "Pathan" figures from Wargames Foundry, Perry Miniatures, and Old Glory.
The Foundry and Perry figures were all sculpted by the Perrys, so they go together seamlessly. The Old Glory figures are arguably the nicest they make, and also lend in well with both other companies.
IMHO Artizan "Afghan Irregulars" are a bit bigger and also a bit more cartoonish in sculpting style, but still nice, and can be used alongside the above 3 companies' Pathan figures. Castaway Arts are nice as well but also have their own particular style, which I find more challenging to mix with other companies, but I can use them in their own units.
The Wargames Foundry "Matchlock Men" were originally created for their Indian Mutiny and Sikh Wars ranges, so fit better into early or mid-19th Century campaigns, but can also be used as tribal figures armed with old weapons for later 19th Century games.
A longstanding rule-of-thumb for NWF and Anglo-Afghan wargamers is to arm half their Pathan/Pashtun tribal forces with firearms and half with just sword-&-shield, as various British and Russian intelligence reports from the time declare that half of the tribesmen available to fight in Afghanistan and around its borders were possessed firearms. Of course this is a grand-strategic macro view, and as the 19th Century proceeded and new weapons were acquired by the tribesmen (including modern breechloaders) the older weapons were often sold or passed along to other tribesmen, so the closer you get to 1900 the stronger the argument for increasing the percentage of tribesmen armed with rifles. On the other hand, the 50/50 mix of missile and melee armed troops can help with the balance of forces and if you enjoy more melee action in your games, having a significant number of one side's troops armed only with melee weapons is a good thing.
"Sepoys" as in mutineers from the Mutiny of 1857-1859 are really a different thing from Pathan/Pashutn/Afghan tribesmen. There was some overlap in terms of fighters coming South to join the fight against the British, for a mix of mercenary and religious reasons, but the ruler of Afghanistan at the time, Amir Dost Muhammad (who had been deposed by a British army 2 decades earlier) refused to break his treaty with the British and support the mutineers, so the frontier was relatively peaceful and many British and loyal Indian troops posted there were sent South to help suppress the Mutiny.
I agree the Empress Miniatures "Jazz Age Imperialism" figures look fantastic. They are perfect for the 1919 Third Afghan War and/or 1919-1920 Waziristan Campaign, or any frontier scuffle from the early 20th Century, where the British can also deploy an early model Tank or biplane.
One other thing to mention is GHAZIS – Muslim holy warriors/religious fanatics, who played an important role in several major battles of the Second Afghan War, and also a number of smaller frontier campaigns. Many NWF and Anglo-Afghan War gamers, myself included, use Ghazis as an added troop type. They are generally treated as higher-morale melee troops, more dependable for closing with the enemy than standard tribesmen. Though it may be a historical over-simplification, most gamers, myself included, field them as purely melee troops, with no firearms at all.
Another category of troop type is Afghan army forces -- infantry, cavalry and artillery. They are basically second or third class British/Indian style regulars, and can add yet another dimension to frontier games, along with some less familiar and interesting uniforms.
One more useful source of potential tribesmen and Ghazis is the Wargames Foundry Darkest Africa Baluchis in "Indian" style dress (not those in "Arab" dress, who have bare heads and not really appropriate for Afghanistan). They're a bit larger than the other ranges but IMHO still fit well with all of them, especially if the Baluchis are used in their own distinct units, and they have a good number of poses, which makes that easy to do. Here's a LINK:
link
Last but not least, here's a LINK to a post on my blog with an AAR that includes pics of various different "Pathan" & Afghan troop types from a few manufacturers:
link
Such as…
Wargames Foundry Baluchis serving as Ghazi fanatics:
Wargames Foundry "Matchlock Men":
Foundry NWF Tribesmen:
Old Glory NWF Tribesmen:
…and lots of Foundry Afghan regulars:
EDIT:
Here's an old pic I just found showing Foundry & Old Glory NWF Tribesmen side-by-side:
And again with Foundry Indian and Perry Miniatures Arab civilians: