Neither Jacques nor the SW galley have moved since the previous save.

The galley, in particular, could have scoped out much of the land south of Nongoma to see how many cities are down there and if Shaka has the iron. Shaka has 5 cities left--assuming he's crammed 3 up north, that leaves 2 in the south. Nobamba is building a cat, but it'll take 4 turns. Hari is 1 turn from completing the HE. The northern galley is exploring around the single-tile island to the north of Bulawayo and hasn't yet seen how many cities are west of there. Our stone island scout is on a galley and presumably heading for the southern hut.
We're bleeding cash because of maintenance. In steady state we can only run about 25% research. War weariness isn't a big problem yet (only 1 sad face, with maybe 3 unhappy cities) but several of Shaka's former cities are also whining about missing their countrymen and will become unhappy as they get bigger. Is that only a factor during war?
While we still have a pretty good attack force, taking the 2 (or 3) southern cities will be pushing it. We can take 1 more pretty easily, maybe 2, but it'll take time and I worry about the maintenance costs. We're getting the bulk of our beakers from Yo, so if we turn that into a scientist specialist city we can turn down the science slider pretty low and still make good progress, but we really need to start building courthouses as soon as those uni's are done.
Happiness is going to become a problem, even after after the war's over. We need to spread the faith, but we only have the one monastery in Yo at the moment. A few forges will help, but I think we need to make a push for Notre Dame (2 happy in all cities on the same continent), which requires Engineering. It would be a tragedy not to get ND. Eng also gives us extra movement on roads, pikemen, and trebs.
Without seeing where Shaka's cities are/how big/what units I don't have a firm opinion on how long to keep attacking or where. A big factor will be how quickly our cities become unhappy(er), but if we attack the (probably) 3 northern cities I think we should probably raze them all and then settle a new one on either of the hills (desert and plains) in the center of that region. It'll have cows and copper, but we can't get the fish. To get the fish (with cows) we can't get the copper, but maybe food is more important. The choice depends somewhat on where Joao's cities to the south are. One of our workers W of Ulundi should take a slight detour and see what's there.
We have a ton of stuff we need to build, but we're currently committing nearly all our resources toward getting Oxford in Yo. We need to make sure it pays off.