Having played against both, I do love me some Zara. I think her most underrated advantage is that she is good against almost everyone. A ST4 Blodger is just always good. Dauntless means she can stand up to ST5 big guys on a 2+. Stakes are awesome against any low armor target, the usual suspects (Wood Elves, Skaven, Norse, other Amazons) but especially against Undead, Necros, etc - all common Tournament opponents. Jump Up makes her underrated-fast, and you can absolutely jump-up a stab.
Roxana is good, you're right that she's a nightmare to play against. Her weakness is the 1 on the die - all those 2+ leaps, 2+ pickups in the tackle zone ... also handoffs, 2+ go for its, etc etc ... fail on a 1. And she has Loner. And if that 1 comes up at the wrong time ... say, on a 2+ ball pickup in a tackle zone ... she's a super high value target, with no Block, ST3, AV7.
But I don't think Star Players are worth their money at TV1100. Consider instead:
4x Blitzers (360k)
10x Linewomen (500k)
3 Rerolls (150k)
... and 40k to spend. Either upgrade two lineos to a Thrower and Catcher (to get your passing game going), some combination of fan factor, coaches, and cheerleaders, or whatever.
Two Guard blitzers, or Guard and MB, is a given. I'd be really tempted to ignore that double and give another Blitzer Guard or Tackle, or a Linewoman Wrestle. Or just give three more Linewomen Block, meaning you have seven Blodgers on the field.
With 14 players and an apothecary, you can afford to take some losses (which is good, because that WILL happen). And you can get away with fouling some high value targets. Like if your opponent took Roxana and she failed an ill-advised Leap
"It's 2+ and I have a reroll. Chill out. I've got this!"