The only city you need to conquer is Arsé. You can build your Lvl 5 Regional MICs in cities which are in Carthage's empire already at the start of the game. For example Adrumeto, Ippone, Lepki, Mastia and Gader. But you would have to change government to Lvl 4 (Allied State) there. This wouldn't take more than 2 turns of course. And it has to be at least 235BC.