In 272 BC Epeiros had marched into Macedonia and occupied big parts of it, so the fact that a big army of them is standing near Pella is just historical correct.
You had bad luck I would say. Often Epeiros doesn't attack with his army in the first few turns and spies nearly never open gates.
But where's your problem? Do you think you are unable to reconquer Makedonia? I don't know if you are a good Strategos, I'm able to conquer greece with the macedon starting armies. You should be able to reconquer something with the army that starts near Athenai. If not I would suggest you play the harder factions with lower difficulty then very hard.
Or you can cheat. I know, cheating is bad, but the western greeks all become really easy if you conquered greece and you can't change difficulty mid-game IIRC.

Oh and don't think a city has bad income just because the info on the campaign map suggest that. A city pays upkeep depending on its population. Because Rhodos is the biggest starting city of the Koinon Hellenon it pays the biggest part of the upkeep of your army, but without it this would be paid by Athenai and Sparte.