I'm not sure why your legionnaries cannot irrigate, mine did. They are the only units that can transform land, however. Supplies are basically only for purchasing a unit, since the prices are high. I realized halfway through that there was no incentive to build them when you have caravans available. Still, I thought having a few at the start might be helpful - but without the ability to generate trade route income at that point. I used airbases instead of fortresses so that catapults would work in them, and so the natives had a bit better protection.
You are right about the map and the inability to ferry troops around too easily. I wanted to take advantage of the risk of losing triremes.
The events trigger, but the Roman player has to research the techs for the wall and sixth legion. When the cities are captured, you get a tech in the tree which opens up the relevant paths. In the case of the walls, the units get placed on the map directly.
I wasn't sure if I had slowed down the tech enough to prevent a player from reaching the end of research. I will check to see what is easier, giving the Romans more techs to start, slowing things down more (my least favorite option), or changing Future tech.
Thanks!