Another key mistake we made, and its easy for me to say this in hindsight, but its worth looking at.
We should have held the choke point between India and Aztec with an army in a city. Instead we went south of the choke point and had to use all our armies (plus many Cavalry) to hold those cities. With an army at that choke point the Aztec/Iro Cavalry would have had to wander past, now we could have bombarded them with our cannons and killed them with the army. Of course we disbanded our cannons
Now the rest of our armies and Cavalry would have wiped out India/Japan in no time.
edit: one day I'll set this up and play it, but I'm so far behind in the current GOTM's, I wonder if I'll ever catch up