If I was running a Vendhyain adventure, I would likely use elements from
Tékumel: Empire of the Petal Throne. Tékumel is the oldest and one of most unique D&D settings. The setting is a mix of Indian, Mezzo American, and Egyptian flavour.
I like to use Yuan-ti for Stygian adventures. I remember seeing some panthers that turn into humans in the comics, so I made a race of them (by adding the Panther stats to the Were-creatures). I find a number of abominations are good if some Lovecraftian elements. I like to use D&D Demons and Devils left and right. I even made a cult based on the
Demon Prince Graz'zt from FR. He is a highly charismatic fallen angle, who builds worship with the promise of eternal youth and beauty to age-obsessed women.
I find that Drows are not a bad thing for a S&S game, as they follow the whole "degenerate subterranean race" motif. They don't even need to be black and/or elven (many of the early art was mixed with many of the details).
Putting D&D elements into the Conan setting maybe frowned upon, but truth be told, you don't need the "Conan setting" to play the "Conan game" - it could be whatever you what!