I finally won a Science Victory (Papal Procession) around turn 350, with Alfred of Wessex, on Immortal. I'm still using version 7, so someone playing now might have a slightly different experience. Overall, fantastic mod. The historical detail, the unique units, and the different strategies from different civilizations all make it one of the best I've played. There were a few bugs, which I've discussed with the creator about via message, and which probably are fixed. And time of turns is still an issue later in the game. But overall, this is a blast to play and doubly so because this is one of my favorite, and one of the most neglected, eras of history.
Here's a summary of how I won. First, the advantages and disadvantages of being Wessex. Advantages: You're best positioned to win a science victory, because the cities you need to control are close by. Your UA and UU give you the best land army in the game. And once you subdue Mercia, most of your threats will come from the sea, and the AI stinks at naval warfare. Disadvantages Everyone's going to hate you. This will happen no matter what you do. Research agreements and trade partners will be rare. The other civs will gang up on you. And for that reason, maintaining an army big enough to fight them off will challenge your treasury and your unit limit. But it can be done, even by a guy who rarely beats Immortal on BNW.
Think about the game in 5 phases. The turns are approximate as I am going by memory.
1) First 25 turns. Use your existing army, and the units you will earn, to take your original capital, Winchester, and then push on to London. You can take another city or two, but you need London.
2) Turns 25-75. Consolidate your empire and build your defenses and civilization for the first big attack. You need to balance normal civ growth with preparing for the attack that's coming.
3) Turns 75-125. Survive the first big attack. One or two people will declare war on you, and then in a domino effect almost everyone will. Normandy and the vikings will come by sea. Mercia and Northumbria will come by land. Odds are the city states will flip against you. Survive. The UU and UA will help you 1) survive ranged attacks; and 2) move between different threats quickly, which you will need to do because you will have trouble having enough gold and unit capacity for the army to defend everything. Holding coastal cities may be impossible if you don't have a good navy, so you may want to focus on land and take the coastal cities next. Eventually, your enemies will want peace. I was able to make most of them pay me GPT for peace, which really helped the next phase.
4) Turns 125-225. This is classic mid-game where you build your empire internally and whittle away cities from your enemies. Except every few dozen turns someone, or several someones, will attack. You need to be prepared and thus wars you start should be limited. I focused on science as much as possible to get to the good naval technologies and then crossbowman. Science was especially important because no one would be friends for a RA, so I needed all the science myself. . The naval technologies may have been a mistake, because I never had enough port cities to get a navy good enough to challenge for control of the seas. (That's consistent with historical Wessex, btw. Excellent infantry, especially in defense, and a navy enough to defend the coast at times but not take control of the sea). Crossbowman, especially once prompted with logistics, make coastal defense much easier.
5) Turns 225 - finish. The good news is by this point you should be strong enough, and defenses set enough, that your enemies can't conquer you. The bad news is twofold: One, you will likely have massive financial problems with your army and buildings in your cities. Two, science victory takes much, much longer because the components take longer to build and you need to build them in certain cities, which you will need to conquer and then build up. I dealt with problem #1 by staying at war at all times during this period, especially with the viking civs. I had researched Honor all the way, so I made up -150 or more GPT deficit by killing enemy ships and tribute in peace treaties. I dealt with problem #2 by using internal trade routes for production, because external routes were no good anyhow.