I think I figure out how to make custom Paths but I have no idea how to assign it to ONLY ONE specific sovereign or champion. If anyone can help with this issue, then you have my thanks.
Not sure if this is possible. You'd need a sovereign to start at level 2 and receive their path ability through a <GameModifier> like a spell or usable item.
The <RequiredLevel>2</RequiredLevel> tag in a path ability is (I think) what makes it appear as a level 2 choice. Take that out and no one can 'naturally' become that path.
I can think of a way that you might make a champion with an exclusive path, but a sovereign? They spawn at level 1 so that means at level 2 that path selection screen will pop up.
Keep experimenting, it could be possible. Primal_Savage might know more than I.