Which means what am I doing wrong. As I am only playing warlord level.
Okay, so I'm not a good player, but I can beat the game on this level
I looked at the game you attached to the original post and it looks like you're in a good position for winning the game. I haven't looked at your cities much. I did set some borderline useless ones to build wealth so I could set science higher. I also put in some specialists, although not too many, and some cities already had them. But A useless city with a lot of population and unnecessary buildings is going to be expensive, and also going to hurt you when trying to win by conquest as it may contribute toward reaching the domination limits early.
Speaking of conquest, what is your stack doing up there at the Indian border? You're not at war with him yet. I'm guessing that your intention was taking Seville. But your stack is borderline inadequate for taking cities right now. Your macemen will stand no chance against Isabellas riflemen on a hill city with good supply lines. Instead of attacking Seville, which would probably not end the war anytime soon and get you in trouble with defending the cultural pressure on your new conquests, I marched the stack back down to Madrid (lost some macemen on the way to marauding Spanish riflemen) and took Madrid with some additional help from redcoats and cavalry from York and I think two other of your cities close to the Spanish border. I did waste all the macemen against Madrid, but then they were not really useful and I wanted to keep the gunpowder units. After I took Madrid, Isabella agreed to capitulation. So you are not in immediate trouble in this game.
The next goal should be Gandhi since he is huge. After the Spanish war, I moved the remaining forces to Moscow. I also built a bunch of redcoats. Since I had set some cities to build wealth earlier, I could afford hurrying some units (not too many though). Also Steel was just discovered, so I started buying cannons. Then I assembled a stack consisting of 20 or so redcoats, some cavalry and a few cannons (too few, but they had just been discovered) and marched them toward Calcutta. I declared on Gandhi and had no trouble at all taking Calcutta. It was defended by two or three longbowmen or so. I donated the city to Peter and marched the remaining stack (I think all survived, but I left two redcoats stationed in Calcutta) toward Varanasi. I also started building up another stack with more cannons and redcoats in Vladivostok (Peter's city, but he's a vassal and that's what they're there for). After defeating the longbowmen in Varanasi, I left 5 or 6 injured redcoats there and marched the remainder of the stack toward Hyderabad. I also marched my secondary stack toward Hyderabad. It turned out that one was sufficient (no big surprise there); I quickly defeated the longbowmen in Hyderabad and marched onward to Delhi. I took Delhi with the first stack and ordered the second to move Vijayanagara. In Delhi I think I even saw a musketman among the defenders, and Vijayanagara got one last minute knight sent from Bombay. After taking Delhi I was preparing to attack Bombay as well but after I took Vijayanagara, Gandhi was willing to capitulate, which I accepted.
This leaves two major enemies, Boudica and De Gaulle (I think Bismarck is a vassal). I didn't look at that part of the world at all yet so I don't know which to attack first. However, I have a border with Boudica now through Gandhi's new-world territories, so it might be possible to stage a land war with Boudica. You might want to prepare for that in advance, get a bunch of galleons to transport your troops over. I didn't plan ahead that far.
Not going to attach a save, the description should be enough and I didn't pay much attention to things besides the war. So you might want to run your empire differently. I have no idea what you were doing before, so I was probably playing suboptimally. But here's a screenshot, state of the R0gue union after taking control of your continent plus Gandhi's colony:
Note that the vassals sent some forces as well, there is a Spanish rifleman, and somewhat obscured by the research bar, there's a stack of Russian musketmen next to Bombay ;-)
Also note the research output. You had already started building universities. I think I built Oxford in Moscow as well and I settled a great scientist there. Might be better to lightbulb something with him though.
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That defies every single civ laws 
problems.
problems and/or cultural pressure from the AI. If you just want to get your borders to expand the first time, so the city can work all its tiles, you can just build 
if you have Music.
cities.
