Retreat from Italy and destroy the buildings, go defensive in Spain, and attack Egypt with everything you have, they have rich territories with huge cities, SACK SACK SACK!!! But leave some of their cities alone, so they can act as a buffer between you and Pahlva and Saba. Then you can train a new army to attack Spain. Rome won't bother you after they reconquered Italy, since they are going to face the Makedon expansion. After that you can choose to go berserk in the east or to attack Roman territories again. ;o