How about a chess piece that instantly gives you the win under certain win conditions met. Something like your "Exodia chess piece" meeting with other chess pieces to "obliterate" the opponent's forces and instantly give you a win.
p.s. Yugioh reference via "Exodia The Forbidden One" and its five pieces coming together.
Maybe the piece could only be captured if it would be attacked by at least 3 other pieces?
I've got one. How about a piece that moves like a Knight and Queen combined, but, each move of it counts as half a move so you can move it twice before your opponent makes their move.
The super-King. If it's mate, the opponent has to dice additionally the number 6, or it's again your turn to move.... 
The Therapist. If an enemy piece tries to capture it, the Therapist has them talk about all of their problems. Then the enemy piece decides to leave the board.
Alternatively: The Pianist. Plays a lullaby so well, any enemy piece within 3 squares in any direction become friendly pieces.
Alternatively: The Enchantress. Any enemy piece within 4 squares in any direction EXCEPT FOR THE ENEMY QUEEN AND KING become "enchanted". An enchanted piece cannot move for 5 turns. If said piece(s) is/are within a 1 square radius, they become friendly pieces automatically.
All pieces would replace the queen, and they all would move/capture like a Chancellor (rook+knight)
A piece that would instantly capture the opponent's king before the game starts
WARNING: Must be more powerful than the queen