I came across, and managed to win an opened bag of Old Glory's NAE8 Austrian Caisson.
Popped the bag open this morning and emptied out the parts. Everything was complete and flash free. I separated out the parts and what you get is two caissons, each with four horses and two riders.
I've quickly glued the wheels to the caissons - the rear wheels attach to a separate axle, and the front wheels attach to the from axle (I'm not really sure what the correct name for the front section of a wagon/caisson is). These all fit together easily and cleanly. There's also two small parts that I assume fit to the top/front of the caisson.
All in all, this is a nice little set, though quite small compared to newer figures. Sitting beside my other caisson they seem far to small, but they may look better once painted.
I'm looking forward to the forthcoming Blue Moon wagons and Caissons, which should be the correct size. Hopefully they'll do earlier riders as well as ones in Shako, so that I can have properly uniformed troops for the era.