My two tips for starting an AS campaign are:
Turn 1. Move your archer unit out of Asaak and attack the nearby Pahlavan army. Either fight this hopeless battle or withdraw immediately. Because you attack first, proving your determination to fight, this allows you to keep Bactria, Pontos and Hayasdan as your allies instead of them all deserting you when Pahlava attacks you first at the end of the first turn. Also, recruit a diplomat in Antiochia-Margiane.
Turn 2. Destroy all buildings in Marakanda and Alexandria-Eschate and pull out the garrisons. Move the new diplomat to Bactra and give the rebellious, worthless towns to your Bactrian allies. (You may need to use Force Diplomacy to get them to accept.) Now defending those towns from the Saka juggernaut is Bactria's problem, not yours - and you can make peace with the Saka since you don't have a border with them anymore. And this will keep Bactria occupied too.
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