I have watched up to about video 10 so far. In one of the videos you comment about the AI working a bad tile; however, the AI city governor was actually working the preferable tile. You were unhappy at the time, so you want to be on production focus and this is what the AI was working. You want to be on production focus when unhappy for several reasons: (1) growing will only make you more unhappy, (2) more production will allow you to complete happiness buildings faster and (3) since you are growing at 1/4th the normal rate while unhappy food tiles are essentially 1/4th as effective, so production tiles are more bang for the buck.
The main reason why you were unhappy was settling the 4th city. That city didn't help you much at this stage, particularly since it did not have a unique luxury or strategic resources. Settling the other 2 cities was fine - the first for defensive purposes (although settling on the near side of the river would have been better for production) and the second to have a coastal city so that you can meet the other civs faster.
Your priority should have been fixing your unhappiness situation ASAP. The only time I don't mind running a bit unhappy is when in full conquest mode, where I don't necessarily want my cities to grow (particularly the puppets). But in this case your unhappiness was killing your early growth. Allying a CS with a unique luxury may have been a good choice, particularly if that CS also had horses or iron.
Regarding combat, you found out pretty quickly how ineffective warriors are against cities with greater than 10 strength, particularly against Askia with Mandekalu cavs. Pikemen would have been a better choice to counter those cavs. Luckily CKN are such strong units that you did ok anyway. I find it best to use a horseman to cap cities that have been beaten down by CKN since it can stay out of city range until ready to cap. Giving the horseman the medic promotion works well when you need to heal up your CKN quickly. Also, 4 CKN would be the minimum that I would use to start a conquest - 6 to 8 would be more ideal. I realize that you are cash strapped on this particular map though.