Im so intrigued by this scenario that Ive decided to keep resaonably detailed notes.
I moved the warrior, but decided to settle in place

I also settled both the prophet and the engineer as I really liked the idea of +5 gold to help cover expenses, +5 production for useful things like workers and everything else, and +3 science also helps a bit. I deemed these benefits to be more valuable than the next best options: the Muslim shrine or rushing something like the Pyramids.
My first builds in Cordoba were 2 workers followed by some warriors. First build in Cairo was a monument, as I wanted the borders to expand out quite quickly to cover the stone. Second build a worker. Baghdad began with a worker, then built a monument. Its all about science for me this game, as Im hoping to unite the world under Islam and be voted their ruler under the UN.
Techs went Agriculture->Mining->AH to give the workers something to do. Followed by BW (slavery, monument whipped out in Baghdad)->Writing (Quick Madrassa in capital, with scientists assigned)->Pottery (to cottage the capital)->Masonry (to get started on Mids). I opened borders with everyone so I could start building good relations, and because I wanted to increase chances that Islam would spread to them.
I built Stonehenge in the capital for basically no reason other than the +

- I wanted to grow the city, so didnt wish to build workers; I had enough warriors and didnt wish to build more for fear of extra maintenance; and had no other useful buildings except barracks or walls. In hindsight, the

is probably more of a hindrance to popping GScientists (eg, 1st person was a GProph,settled), and I think I would have been better stopping after 99% complete and cashing fail gold.
Meditation came next, so I could build a monastery and missionaries and start spreading the good word of Muhammad. I next went through Alphabet (1760 BC) and then on through Priesthood->CoL->Maths for Civil Service Slingshot (1200 BC).
Pyramids are complete in Cairo in 900 BC. I sort of zig zag my way through Calendar, Drama, Literature (built GLib), Currency, Philo, Paper and then up to Machinery before remembering Education

, which I learn 1 AD.
The diplo situation is that Hatty is Hindu, Cyrus is Buddhist, and all the rest are Muslim. If possible, Id like to try convert these guys as well with some bribes and missionary spam.