A Domination win on an archipeligo map is hard. A Diplomatic victory is possible, but we need some friends first. Liz has her own religion and won't like us much. Cathy is untrustworthy at best, and we already have a -2 for refusing to help her. Wang Kon is our best bet for a friend. He's Buddhist, but after we take over Saladin, we can be too. We've got to find those mystery civs. At least 1 is Confucian, and since they built the shrine, it wouldn't surprise me if the others are Confucian as well.
A couple more points to consider:
1) We haven't had a single GP yet. If Madrid assigns 2 Scientists instead of working those mines, we could get our first one in 10 turns. It would almost certainly be a Merchant. A trade mission would let us run 100% science for a loooooooooooooooooong time and upgrade our Axes to Maces when the time comes. If it happens to beat the odds and be a Scientist, he can either build an Academy in Madrid (recommended), or wait until CoL is done and pop Philosophy.
2) Tech path: Compass (build Harbors) -> Literature? (Great Library) -> CoL (need those Courthouses) -> Civil Serivce -> Machinery (Maces)
Still don't know about the Great Library. Any ideas?
3) Keep that exploration going. We need more trading partners. It looks like Wang Kon and Saladin are sharing a continent. It looks like Cathrine and Lizzy are sharing one too. It might be a good iead to shuttle someone onto their island and map out the inside. It would save our exploring Galleys the trouble.
4) Let Barcelona grow for a while by working the water tiles. It won't build much, but it's so far under the caps that we need to let it expand.
5) When I got the save, Barcelona wasn't working its Gems.
We should always be working Madrid's 2 Gems, Barcelona's Gems, and the Gold in Seville.
Have I confused everyone yet?
At least I'm not advocating attacking ourselves...
Edit: Ooh, I had a good idea. Build a Galley in Madrid while working the Scientists and when the Merchant pops out, we can use him to map out the Cathy/Lizzy island. When he's done, he can go to the biggest city and do the trade mission. 2 birds with 1 stone. I'm pretty sure that Rostov is on its own little island, so don't drop him off there.