Great Engineer :
If you bulb Metal Casting with it (a valid play), note you can have 11 base hammers in city 5. A city that could build The Colossus.
The wonder has dubius value but it is cheap enough to warrant consideration.
What to tech next :
Definitely something to trade for Alphabet.
Zara already has Alpha and, by the time you'll be able to trade for it, some other AIs will have it, too.
Code of Laws looks good with the Pyramids but Caste System only has value once you've got the population to hire specialists. So it doesn't seem necessary to make it the earliest target.
Btw, if I'd opened agg-ah-the wheel I'd have been killed by the barbs or forced to settle the horses, losing the land I have settled (see op). That's why when I saw the Stone I beelined the GW. It saved me as the barbs swarmed out of the fog from the east.
This, I don't think is accurate.
Agg-ah-wheel is the most standard opener I can imagine. You shouldn't expect to die going that route.
Although, indeed, the risk exists and is much greater than by gunning for the Great Wall. Barbs are the n°1 cause for defeat on deity...
But AI units roam and kill barbs. If you can get 4 warriors, you should be safe to settle your 3rd city and the next ones. This is Pangaea, the most forgiving map when it comes to barbs.
If you think you'd die without the Great Wall, then maybe you should look to improve at surviving early (not necessarily an easy thing, maybe the most demanding aspect to "adjust" to deity).
Fighting with warriors allows you to choose from more options early. Specifically : I don't think settling the horses is called for.
Question: Do I build any cottages, and if so, where?
I'm not an expert on this (Pyramids play).
I'd suspect that yes : you should build cottages where possible. The reason is that once your maintenance explodes (1st war), then you'll need the commerce to sustain your Empire. The earlier your first war, the more you should pay attention to this.
With Representation, you'll easily have 8 happies.
Weight your food output versus your happy cap.
As it is, Pataliputra seems the best fitted to be a dedicated commerce city.
Somehow, it depends on the civics you choose to adopt and on the techs you're targetting.
e.g. : if you're staying in Slavery, then you won't run more than 2-3 specialists per city. Then a city doesn't need 10 food surplus and some tiles are easier to cottage.
if you're switching into Caste System, then the 10 food surplus makes a lot more sense.
e.g. : if you're looking to bulb to Liberalism, then the 10 food surplus also makes sense, because it'll mean faster GPs.
if you're looking to war with Macemen
or stuff (breaking Pacal relatively early could be an idea...), then you're probably more looking to maximize your commerce and run specialists only at happy cap. In this case, a 6-8 food surplus is very fine.
Remember you'll settle at least 3 more cities peacefully, as that may affect your timings, starting with city growth.
All in all, I think some tiles between Bombay and Vijay can be cottaged.
You have a tremendous GP farm at the fish/crabs/cow location.
Delhi is a production city.
Pataliputra is a harder question to answer.
Remember, too, that cottages aren't the only source of commerce.
The coastline can help, here, as cities grow. So will foreign traderoutes.
Also, I forgot about this :
The western city will block off my northern lands with a border pop. I beat Zara's settler by 1 turn. Pigs city is arguably in the wrong place. I thought long and hard about building it next to the copper, but that would have meant losing the pigs to Pacal. As it is I'm going to lose the copper to Joao, and with it the means of capturing the barb cities He's gonna take that land and get out of control...
It looks safe to me. Joao's city is 4 tiles south of the copper. No danger, there.
Although you should make it an objective to pop borders in Pataliputra and pump 4-7 axemen.
Maybe your worker should chop the forest 1N to speed up the Monument.
As Delhi is reaching size 3 and may want to take back the floodplains farm from Bombay,
You may want to whip Bombay... I know you're whipping a Granary, there,
But seeing how you're a little late on expansion/growth, maybe a Worker/Settler should have higher priority.
I would find the settler for city 5 very tempting (whipping at earliest, not maximising overflow). You have Fishing already and can have a pasture done by the time the settler is in place...
Generally, the Granary is at its strongest where food is abundant, not necessarily in the city working a gold mine. Things would be a little different if you could share the gold with Vijay.