Then you're not blitzing fast enough - Tanais, Gava-Yugra, and Gelonus should all be in your hands by the beginning of the fourth turn, Spring 271 BC. And your taxes probably aren't high enough either. It doesn't matter if you're losing population through negative town growth at the beginning, money is more important. Just keep public order at 85% or higher.
Can give you more detailed tips if you want.
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