It is a good point, that the secondary cycles should not increase the backpressure, as that directly affects the work the pistons have to do. Heat exchangers usually involve some energy losses.
Given the pitiful energy density of hydraulic and power to weight of sterlings (think lots of little sterlings with plenty of surface area connected to a hydraulic cvt), it is looking like the most "feasible" highly efficient vehicle is going to be a (hopefully streamlined) fatass, on two wheels