So Kalixtus, are you looking for the most ancient and oldest, or old and ancient chessmen that are my favorite? As for my favorite, you do not have to look to far from where you are located. The Isle of Lewis Chessmen are definately my favorite ancient chess pieces.
What is your favorite ancient Chess set

My favorite ancient chessmen are the "Ager" chessmen:
Very old, I was curious at to how you assigned sides due to the majority of rhe pieces being clear, but according to this site, there was different colored resin applied to the undersides of the pieces (which is now gone?) and using smokey crystal for the other color:
http://history.chess.free.fr/ager.htm
Always thought it would be neat to play with a set like this using a board with lighting from below to make the pieces glow.
Hmmmm, I wonder if Oleg has ever done a set out of rock crystal???
The history of chess goes back to at least the 8th century AD. There are multiple examples of ancient sets and the oldest I have been able to find is the Afrasiab Chessmen found in Khazaksytan. (http://history.chess.free.fr/papers/%202020.pdfIf you know of others, post it here.