Tal'Darim Vanguards are basically copies of usual Khalai Immortal assault walker, but they lack hardened shields. Instead of a set of sophisticated phase disruptors of the Immortal, Tal'Darim fitted much simpler weapon - a multiple rocket launcher system. Ironically it makes Vanguard much more effective due to splash damage. Nearby Havok(s) (Tal'Darim version of Sentry) increases its range with its/their Squad Sight passive, what makes it excel as a siege unit as well. Zealots of all variants (though Centurions are the best in this case) can help hold enemy units in place while barrage is en route.
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Ajay
Also, Tal'Darim view stuffing into a Vanguard as a punishment, not as an honor... so yeah, Vanguards are basically Chaos Dreadnoughts/Helbrutes.