Player's warband at the start of the game
Howl is your legionnaire before he died.
Steelbane, or whatever his name is, is the Legionnaire up until you defeat him in that duel in the arena. You’re promoted when you either kill him or let him crawl away humiliated. At least this is how it goes in the Blood Legion storyline.
I can offer the definitive answer to this!
A legionnaire does indeed lead a warband of soldiers. Usually, this is organised when the charr of a fahrar form a warband, and it tends to remain that way until either a legionnaire is removed for poor service, or until they die, at which point someone else steps up to take the role of acting legionnaire, and then (appointed by a centurion or a tribune) legionnaire.
In the Blood Legion storyline, your legionnaire is Urvan Steelbane. He’s a coward who hides behind his soldiers and ultimately is a poor leader. He doesn’t fight on the field of battle with the rest of his men. Howl the Brazen is his right-hand man (who dies in the cave-in in Barradin’s tomb).
In the Ash and Iron legion storylines, Howl the Brazen is the legionnaire. He dies in the cave-in after Barradin is defeated in his tomb. You take up the role of acting legionnaire, and are soon after promoted to legionnaire.
Ultimately, regardless of legion, the player eventually progresses to the rank of centurion. That means you have more than one warband under your command at that point. Who’s the legionnaire of your original warband? Well, you get to decide that! Though it’s probably going to be your sparring partner.