I have failed on the 2 Immortal games I've tried - GOTM10 (Qin) and WOTM7 (Cyrus). In the latter I wasn't doing that bad until I suicided 10+ cats/trebs without scratching a couple LB's which were defending Saladin's holy city - time to push the PC power button!
That been said, I think Cyrus is better suited for warmongering in warlords than in vanilla. And from reading other people's tales, warmongering is an absolute must in the higher levels. Also, normal speed isn't the warmongerer's favorite, is it? So it might make matters worse for the monarch level players like me.
About the map and initial moves, I noticed there is jungle all around in the fog: N, S, E, W! It might be hard to place a good 2nd city. And it is too early to tell, but I'm almost sure Astro will be required - high waters and the other persian game was a pangea, no point in replicating it here.
I am inclined to settle NW, but I'll move scout E-NE before. Who knows, might uncover something good and settle 2N instead. Still keeps all visible special resources, although it loses most chops.
Mining/BW or AH first? Worker or warrior first? I tend to go with the first choices but I'll have to playtest it.