For 1) I have not much sulphur in my games, until I have conquered much, I may have one resource.. The sulphur resource is rare..
2) Though no problems when getting Iron, as I usually mine all my hills, before windmills, there might find iron (happend more than twice in a game).
3) Coal is rare too, but with gunpowder units, you may try to get some through warfare, but as you said you had no gunpowder units..
4) Try a protective leader..

(The saver, as the archers start to spawn ALMOST instantly when you research couple of techs.
5) I find this too hard, 3archers in city, no way to take it and it can spawn next to your city = instant death sentence. (Can you afforess do something about it, or is this normal RoM?)
For Afforess: Is there anyway to increase/reduce the % of resource world will produce ( like if lot's of food, few strategic (oil/coal/aluminium/uranium etc)? I know there is smartmap, but it allways procuces storms, + there might not be any sulphur/tea/uranium in map.