Here are some recommendations and questions:
6. For Arabia, in theory, you could park a Galley outside of Mekka, then kill them when they move all of their units out.
Another method: Found Mekka before they spawn (better on incense, you get commerce for a few turns), refuse flip, their army will slowly approach Baghdad, and their sole settler will stay around Mekka, capture them, destroy a stack of theirs, make peace, and they will never be able to get a city. I think AI doesn't know how to do with this situation, so they'll just idle.

. So far no bugs in this game ) .
. I got the first UHV fair enough, thanks to your suggestions. I have colonies all along the East coast of Africa except a Portuguese enclave I left them with around Tanzania. The first goal needs you to make Brazil a colonizing power apparently, because Argentina is too strong to bowl over with your starting army and you'll need slaves to be brought from Africa. Most of the times there won't even be enough slaves to buy with your starting goal. All in all, the first goal is stupid and unhistorical. The second goal is the one that's actually the toughest. In my first attempt I lost out the Wembley to the USA, I reloaded and rushed that project with all the gold I amassed till that point. My Great Engineer finished building Cristo Redentor and then.... world war 2 happened .. in 1927 ! USA, Portugal, and Britain declared war against me and drained my finances so didn't get as much gold as I would have to rush build the three gorges dam. But turns out the US built it with me only having finished 40% of it ! ... the third goal is just too simple and too pointless. The Brazillian UU is supposed to be one for mass deforestation and get some quick gold along the way. Or to develop jungle tiles really really fast. The goal goes right against this making that power irrelevant.