Persia SG
Turn 0 (2350BC) - Inherited turn.

We have no exploration of the map except around our 2 cities? We have no explorers at all? What happened to them?
Anyway, lower Science to 40%, still get The Wheel in 30. Change preferences to wait at the end of every turn.
Turn 1 (2310BC) - Nothing.
Turn 2 (2270BC) - Road to Pasargadae completed.
Turn 3 (2230BC) - WTH?!!

Worker was left on Automate?
NEVER leave a worker on Auto or a goto in an SG without letting the next person know. You should never have a worker on Auto this early in the game anyway.
Turn 4 (2190BC) - Spearman trained at Persepolis, start Warrior for exploration.
Turn 5 (2150BC) - Spearman fortified in Pasargadae.
Turn 6 (2110BC) - Warrior trained, starts exploration to NW.
Turn 7 (2070BC) - Exploration continues, Warrior sees Furs to NW of Persepolis.
Turn 8 (2030BC) - Exploring & working.
Turn 9 (1990BC) - Meet Zulu Scout near Furs. Trade Masonry for The Wheel & 35G (all of his gold). Shaka also has Iron Working & Ceremonial Burial. Trade 66G for CB. Shaka won't trade IW. Set research to IW at 80% to get in 17 turns.
Turn 10 (1950BC) - Exploring & working.
Turn 11 (1910BC) - Exploring & working.
Turn 12 (1870BC) - You guessed it.
Turn 13 (1830BC) - More of the same.
Turn 14 (1790BC) - Ditto.
Turn 15 (1750BC) - Settler created in Persepolis. Sent to found city near the Furs. 2nd Warrior started to explore the south. Warrior in North sees Zulu border.
Turn 16 (1725BC) - Exploring & working. Shaka still won't trade IW.
Turn 17 (1700BC) - Exploring & working.
Turn 18 (1675BC) - Susa founded on hill near Furs.
Turn 19 (1650BC) - 2nd Warrior completed, Granary started in Persepolis for faster worker/settler production.
Turn 20 (1625BC) - Exploring & working.
Turn 21 (1600BC) - Exploring & working.
Turn 22 (1575BC) - Exploring & working.
Turn 23 (1550BC) - Barrack in Pasargadae completed, can now be Military producer. Southern Warrior discovers silks.
Turn 24 (1525BC) - Adjust Science to 20%, IW in 1, +9G.
Turn 25 (1500BC) - IW discovered, start on Alphabet at 80%. Will be discovered in 11 turns. We have Iron SW of Persepolis.
Turn 26 (1475BC) - Zulu have silks in their border as well. Shaka has both Horses & Iron already connected. Has Horseback Riding but won't trade.
Turn 27 (1450BC) - Exploring & working.
Turn 28 (1425BC) - Horses discovered SW of Persepolis, but not in border. Worker sent to connect Iron for Immortals.
Turn 29 (1400BC) - Exploring & working.
Turn 30 (1375BC) - Exploring & working.
Turn 31 (1350BC) - Exploring & working.
Turn 32 (1325BC) - Furs connected to Susa. Persia is listed as the 8th Most Powerful nation. Road from Susa to Persepolis started.
Turn 33 (1300BC) - Granary in Persepolis completed. Start Spearman for city needed to SW for Horses.
Summary: There is a Spearman fortified near the Silks where I think the Settler from Pasargadae should go. It gets both the Silks & Fish in its radius on expansion. After the Spearman in Persepolis is complete, I would suggest a Settler and then get a city SW of the capital to get the Horses in our borders. Also, don't forget to adjust the Science slider next turn as Alphabet will be discovered the turn after.
Here is the World as we know it now:
And here is the Save:
Persia SG