This scenario is very exciting but tedious…
I like the fact, that before the Pescheneg attack occurs, you have to flee to the northwest. And a possible way to do this, is to pass the two lakes with your units and ox wagons. For this journey you can use the existing transport ships. Then your villagers can build up the homebase next to the Byzantines. It is also good, that the Peschenegs do not know the only way over the mountains 
With enough troops you can after march against the Peschengs in the east, although you will at this time no more any allies…
However, be prepared for a later attack by the Byzantines, which will happen, as soon as you decide, to build a town center. You should not do that, but rather march to the southwest with sufficient forces and attack the Muslim village there. If you win, you can take over this village and as a reward, you will promoted to the Imperial age. Then you build up further your forces and march against the Byzantines. But be careful, build castles too, because at the end of the scenario, there will be another attack by bigger forces of Mongols from the east.
The holy women in the enemy villages in the south of the map, who convert to your civ as villagers, after they are killed, is also a new feature, which makes fun. However, you have to protect these women afterwards. Therefore you shall attack with a sufficient number of troops, otherwise these women will be killed again by their former masters…