Leave the Saka Rauka where they are: if they have expanded a bit destroying them would use much, much time and manpower (AT LEAST two armies plus garrisons and governors) for no profit. Moreover, if you're still allied with them they're likely to leave you in peace and expand to the western steppe.
You should already have one or two raiding parties chasing rebels all over your territory, gaining exp for your HA's.
About dealing with Seleucids, if you fell you need a standing army, just hire mercenary medium phalanx all around your empire. Then play the hammer and anvil game (you won't need Armoured horse-archers so much, Noble HA's should do the job efficiently).
Ask yourself if you really need to attack the Hayasdan, they are your allies and you make good trade with them...
About pushing in Asia Minor, why not but make sure the middle east is secured (meaning you took Hierosalyma to avoid having to fight the Ptollies on a broad front) and stabilised.
India is the cherry on the cake, you can take it when you want, but the campaign will be either long (if you wait for the cities to fall, plus distances are huge in india) and/or costly (if you assault settlements, garrisons have a good level).
Why the hell would you not build the mines? If you want to be able to train and feed costly high-end Pahlavan units you just can't do without them. A few units of Cataphracts or Elephants can suck once flourishing coofers dry in amazingly short times.
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