Glad you liked the new rules.
Here is an answer to your questions.
What do you do when another deity's mark is upon the chieftan of the tribe that's invading you?Well the chieftain of the tribe that is invading should be marked by the opposing god. The Mark just means he is favored and when he dies he will go to that deity's heaven (or hell) when they die.
Not much you can do about it unless the opposing diety is bound and has no belief. Then you could lay claim to him and put the little guy in your own personal hell made for him.
How do you handle the diplomacy when one of your Marked Ones does something boneheadedly stupid?Well you can punish your followers. There is nothing against it. You can even save up some terror just to punish followers. As long as you do not wipe out your tribe or take out the marked one's punishment on every person in the tribe you should be ok.
Personally I would suck out his soul and take him to a nightmarish place for about 3 days and return him. By then he should learn not to do something boneheaded again. You would have put the "fear of god" in him
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