The main problems of building a good Soldiers' deck imho are:
1. It lacks good 2-drops besides Thalia, Guardian of Thraben and most of it's good creatures are 3-drops which means that going with Collected Company and G/W might be the most viable option.
There's the 2-CMC Thalia's Lieutenant as well. Pretty much all the best soldiers are human, so using Champion of the Parish + Thalia's Lieutenant Human/Soldier double tribal is an option.
Something like:
4x Champion of the Parish
4x Thraben Inspector
2x Kytheon Hero of Akros
4x Boros Elite
4x Thalia's Lieutenant
3x Thalia, Guardian of Thraben
4x Field Marshal
4x Ranger of Eos
4x Path to Exile
4x Brave the Elements
2x Elspeth, Knight Errant
Round 1 I played UR Storm and lost game one even after 3 Thalia’s hit the board. I won games 2 and 3 thanks to Rest In Peace and Kor Firewalker, which is a beating against this deck. Thalia does some work, too.
Round 2 I played against a Grixis Pyromancer deck. Just overwhelmed him with guys and blew him out with Brave the Elements.
Round 3 I played Mardu Pyromancer. Game 1 I overwhelmed him with Champion, Thalia, Lieutenant, Field Marshal backed up with Brave the Elements. Game 2 I kept a greedy 1 Cavern hand and paid. Game 3 The deck played out like it does and put unrelenting pressure on for the win.
Round 4 I played UW Miracles. The deck did all the things we want it to do. Game 1 I overwhelmed him with Champion + Thalia. Game 2 he miracles a Terminus at 5 life and I had 2 Field Marshals out against the hexproof guy that lets him look at the top 3 cards and take one when it attacks along with a Teferi out. He cast a Vendilion Clique during my upkeep to take whatever card I drew and in response I cast Brave the Elements naming blue and he extended the hand.
Deck is fun! I would drop Ranger from board and add another Kor Firewalker. Also might drop a Ghost Quarter and add another Plains.
There's the 2-CMC Thalia's Lieutenant as well. Pretty much all the best soldiers are human, so using Champion of the Parish + Thalia's Lieutenant Human/Soldier double tribal is an option.
Something like:
Brimaz, King of Oreskos, Dryad Militant, Loxodon Smiter, Preeminent Captain, Ballyrush Banneret (cost-reduction), Kor Aeronaut (evasion), Anafenza, Kin-Tree Spirit (pseudo-lord), Dauntless Escort (protection) and Fairgrounds Warden (removal).
A humans deck with Thalia's Lieutenant would be better than a soldiers-humans deck because you would be less restricted in the creature options.
Here is an idea for a G/W deck:
4x Noble Hierarch
3x Kytheon, Hero of Akros
1x Dryad Militant
3x Thalia, Guardian of Thraben
3x Metallic Mimic
1x Anafenza, Kin-Tree Spirit
4x Kor Aeronaut
2x Brimaz, King of Oreskos
4x Field Marshal
4x Loxodon Smiter
2x Thalia, Heretic Cathar
4x Collected Company
4x Path to Exile
Land (21)
1x Forest
2x Gavony Township
6x Plains
4x Razorverge Thicket
4x Temple Garden
4x Windswept Heath
2x Dauntless Escort
2x Elspeth, Knight-Errant
2x Fairgrounds Warden
2x Icatian Javelineers
2x Kor Firewalker
1x Reclamation Sage
2x Rest in Peace
2x Stony Silence
https://www.mtggoldfish.com/deck/866948
Here is another take on soldiers as a GW CoCo deck based around humans.
The deck seems decent though Loyal Cathar and Odric seem rather questionable and could be Metallic Mimic.
4 Champion of the Parish
4 Soldier of the Pantheon
3 Kytheon, Hero of Akros
3 Thraben Inspector
4 Thalia, Guardian of Thraben
4 Thalia's Lieutenant
4 Field Marshal
4 Militia Bugler
2 Thalia, Heretic Cathar
4 Path to Exile
4 Brave the Elements
Enchantment
1 Honor of the Pure
Lands
9 Plains
2 Cavern of Souls
2 Ghost Quarter
1 Eiganjo Castle
3 Shefet Dunes
2 Mutavault
3 Rest In Peace
2 Kor Firewalker
2 Stony Silence
2 Tocatli Honor Guard
1 Ranger of Eos
3 Damping Sphere
2 Gideon, Ally of Zendikar
Round 1 I played UR Storm and lost game one even after 3 Thalia’s hit the board. I won games 2 and 3 thanks to Rest In Peace and Kor Firewalker, which is a beating against this deck. Thalia does some work, too.
Round 2 I played against a Grixis Pyromancer deck. Just overwhelmed him with guys and blew him out with Brave the Elements.
Round 3 I played Mardu Pyromancer. Game 1 I overwhelmed him with Champion, Thalia, Lieutenant, Field Marshal backed up with Brave the Elements. Game 2 I kept a greedy 1 Cavern hand and paid. Game 3 The deck played out like it does and put unrelenting pressure on for the win.
Round 4 I played UW Miracles. The deck did all the things we want it to do. Game 1 I overwhelmed him with Champion + Thalia. Game 2 he miracles a Terminus at 5 life and I had 2 Field Marshals out against the hexproof guy that lets him look at the top 3 cards and take one when it attacks along with a Teferi out. He cast a Vendilion Clique during my upkeep to take whatever card I drew and in response I cast Brave the Elements naming blue and he extended the hand.
Deck is fun! I would drop Ranger from board and add another Kor Firewalker. Also might drop a Ghost Quarter and add another Plains.