The trade envoy 'cover' is a staple one of spy fiction (James Bond's cover was he worked for Universal Exports). So, a lot of spy fiction plots could easily be adapted (change the names, technology etc).
Some ideas:
The horses of some Corinthian cavalry units near to the border are being poisoned in some way. The horses feed comes via a trade deal with a Zamoran town across the border. The trade envoy (and the PC's) are sent to investigate what is going on; who is behind it and is it a prelude to something bigger (invasion?)
Children of high-ranking families are being kidnapped, but are then being found sometime later, alive and unharmed. Yet it becomes apparent that they are 'changed' in some way. The PC's need to find out what's happening; possibly setting up someone as a decoy/plant? (and at what risk to them?)
A 'factory' (can't think of a better term) is producing 'something'. Loads of raw materials go in; nothing seems to come out. Again; under cover of a trade mission; the PC's need to investigate. Maybe it is making the Hyborian equivilant of Greek Fire; this would be a major weapon in warfare. Or perhaps poison gas, like chlorine, made into crystals that dissolve on contact with air (you've got to be a bit inventive with the science here!)
Hope these ideas help, also look up my Adventure Plot generator thread (somewhere on the boards. BTW, this generator is being revised.)