a) You won't have copper
b) You won't have sufficient production unless you ignore the pyramids and further settlers.
So my vote goes against an axe rush. You have plenty of room to expand peacefully anyway.
And as your next tech take Iron Working. You want to work the gems asap.
I strongly agree with these points.
You have pretty effectively cut Zara off from the gold, and your chances of successfully rushing are very, very slim.
Continue doing what you're doing - expanding, grabbing good land and resources. Your empire will start to flourish once you can run a few specialists and get some bonuses off of them. Right now you're not particularly strong, and diverting production into axemen now will stunt your growth heading into a more productive era.
As for city placement I would have settled the gold city on the hill 1E of your current spot (hill bonus, you get a third gold but lose a floodplain). Ah well.
Seal off the other spots you're aiming for. You are protective with stone, and you have the Great Wall. If Zara, or any of the AI's come after you, you should be more than able to hold them off.
In this case I think I'd be aiming for Engineering as the tech to go to war with. Castles for increased espionage and commerce, increased road movement, and trebuchets. Until then you can continue expanding.
Any thoughts yet on what you'll do with the Great Spy when he finally arrives?
*Edit* Re: Tech
You're currently researcing Writing, but you've barely started and in the last screenshot it shows 28 turns at 40% science. I assume it will take far less once you get some gold hooked up, but that's fairly slow.
Honkoid brings up a good question: Should you get Iron Working so you can work the gems next?
I personally lean towards Writing for Madrassas. The gems are nice, but that city can grow with the pigs and whip military until you later get IW and can clear the jungle off of the gems.
I'm strongly in favor of not declaring war right now. Get Madrassas up ASAP, you'll at least be able to contest Zara culturally, even if you can't beat him. If you do start leaning towards early agression, I hope you ask what it is you plan to gain from it. You haven't yet seen what Zara has in his capital, and you have so many juicy resources of your own to grab, while you've already sealed him off pretty well. Let the barbs be your early aggressors. That's at least part of the reason why you grabbed the Great Wall, right?
If it's possible, Code of Laws would be really nice. Founding a religion (in one of your border cities) would really help you in the culture war, add cheap temples on top of that and you'd at least be a match for Zara. Throw in artist specialists (I know, they're not Priests or Scientists from the Madrassa) and you should be able to control the tiles in your BFC. That's probably something to evaluate after the next round, however.