Some good advice. I'm going to go a different direction though:
Sounds like you are near the end of the first age since you are trying to build the GL. But you say you still don't have all your cities connected by roads. I think your first problem is that you don't have enough workers. Never should you have a square being worked by a city that isn't roaded and new cities shouldn't go more then say 5 turns before being connected. Get two workers going quickly. Have one improve the land around your first cities, then second protected by a spear should do nothing but road out to future city locations. Get a third worker ASAP to stack with the first on city improvements.
Secondly, it doesn't matter if you are behind on tech. It *will* happen the harder difficulty you play. Key is to trade, trade, trade. Typically I'll be nearly a half era behind by the end of the ancient age. Trade extra lux and resources for tech. Research tech the AI highly values such as the governments and things they don't go for often (non-military techs like Music Theory). By the middle of the middle ages you should be nearly caught up with all your trading. Music Theory, a lux and some GPT may just get you 4 or 5 techs at once for example.
So don't worry about being behind in tech, you will catch up.
Forget the GL and just about any early wonder. It's a waste of shields better used elsewhere like for workers and some military and those every important libraries.
And get workers going quickly and often and try to never have a square worked without a road.
Good luck!