Wow, I'm kinda surprised!
So far, none of the stated things ever really bothered me.
The BIG ONE however, the first and only thing I could think of when I heard "most frustrating thing", for me is the friggin' Religion Bomb of the Great Prophets
. It has single-handedly killed a large portion of my initially huge enjoyment of religion for me.
The turning point was one game as the Vikings which was going well for me, I lovingly crafted all aspects of my religion, Norse Mythology, and had conquered and converted my continent. Then I met Egypt on another continent, and we got along great. Then suddenly... they Religion Bombed my capitol, and shortly thereafter, my other cities. Within a couple of turns, I had lost all my faith production (from Desert Folklore) and a lot of happiness and gold, crippling my empire. I rage quit that game
.
Just the potential of that happening again has made me a bit paranoid about constantly checking my borders for "friendly" units, and made religion less fun, since hundreds of turns of careful micromanaging of Beliefs and Missionaries can be destroyed in an instant. Especially since I suspect that the AIs can get the Prophets much quicker than humans can, like everything else on Immortal.
I sincerely, strongly hope that Great Prophets will be patched as soon as possible to only work on your own cities (like Inquisitors, who work fine) and, maybe, City-States.
Thanks for reading, sorry, got a bit carried away, but I wanted to get that out of my system
. Isn't there anyone else who has the same problem?