For Hayasdan, Mtskheta and Kotais are only a short-term blitz. You also want to take Kabalaka and Ani-Kamakh. I do not include Trapezous here as it is relatively harder to keep settled and will likely put you at war with Koinon Hellenon. Building roads as soon as possible will also allow your armies to march longer distances each turn, which is crucial for Hayasdan as the Caucusus is a very mountainous region.

NOTE: Phraaspa isn't included in this blitz as it is farther away and leaves the Seleukids with an easy city to snatch from you. Also note that the first enemy city you will want to take it Karkathiokerta as it is a homeland province and will give you a base from which to send attacks into the Seleukid empire.

Good luck.