Some things I've noticed from your comments and the screen shots, I haven't looked at the save.
1. You mentioned you missed out on the first 2 religions. This implies that you tried for them, researching 3 unecessary techs that put you way behind to start your game. When planning to war with Rome, getting a religion yourself is the last thing you want to try. If you want a shrine, let someone else found it and take it from them. Tech should be Bronze Working, 1 or 2 worker techs to develop capital, then Iron Working. Then you either settle next to iron, or take it from AI with axes. Build Praetorians, beat up AIs. After researching IW, get pottery if you plan to build cottages, or use the whip a lot (granaries), then tech to alphabet to trade for the techs you passed by.
2. As mentioned before, there is no need for walls. In fact you shouldn't even be able to build them because researching masonry has nothing to do with your goal ... hooking up iron, building Praetorians, and sacking your enemies.
3. I see a horse archer outside osaka. You had copper, so could build axes, and I see iron there, so you should have been able to build praetorians. Did you research Horseback Riding and Archery yourself? Again, a waste, as these techs have nothing to do with the goal.
Overall, it seems your biggest trouble is having a plan and choosing your techs and builds appropriately. With all the extra unecessary techs you researched, you could probably have Currency and CoL already and not have to worry so much about being spread out. My advice to improve:
Make a specific moderately long term plan (say the next 50-100 turns). Whenever you choose a tech, or build something in a city, or have a worker make an improvement, ask yourself 1 question: How does this help accomplish my goals, and is there a better option?
An example:
Goal for first 100 turns: Find iron, connect it to my empire, and build an army of praetorians.
So when you decide what to tech, and you are thinking of choosing mysticism, you ask yourself how that is going to help, and realize, hey, that's not going to help ... I need bronze working so I can get to iron working and find out where the iron is at. If I need to conquer the iron, I should have copper and be able to take it with axemen. Also, BW will help me develop my empire by chopping wood and using slavery. I really don't need mysticism, because getting an early religion is not going to help me find iron, and that's the most important thing I need to accomplish.