I would say that would partly depend on the political relationships between SPQR, Makedonia and Qarthadastim. One can reasonably argue that control of Sicily has some merit before attempting to expand eastward. Not to mention that it might be better for Makedonia to try and limit the SPQR expansion, fearing that the Romans will aim to expand to Greece / suppress Greeks in the colonies.

You can also declare war via a custom-made script between two AI-factions. So in terms of getting things interesting, that may do the trick, especially if you can argue that expansion eastward is blocked by Pergamon.

With regards to sustaining KH in mainland Greece: I find that they need to take Korinthos to sustain themselves in Southern Greece. Sometimes they will take Korinthos after Athenai has fallen. But that is the exception rather than the rule. Part of the reason is that Korinthos puts pressure on both Sparte and Athenai. Conquering Korinthos will effectively reduce the borders for KH. It might be better to transform KH in a Bosporan Kingdom, also to keep things interesting around the Crimea.

I think desert wars between Ptolemies and Qarthadastim is not high on the agenda for either faction. the KH base in Kyrene could however blow up and cause a "full-scale" war between the two of them.