Well, first of all, welcome :)
You don't play wrong, only not perfectly :)
Some points you should change:
a)Cut all roads for other, not in use (close to border) ore usefull military buildings
-this will stop your lack of soldiers - if not you need to produce more soldiers.
b) Do not upgrade all soldiers to general - only 4, put 3 out and stuff 3 new soldiers into the building
-hopefully you got a storehouse close to the fortress where you keep upgrading - only store recruits in that storehouse and allow no generals.
c)Only set 1 tool to 100% in your locksmith
-use the observation window and wait until the tool is finished and then change the settin for the next tool.
d)there is an addon which sets default no coins
-use this addon to have less clicking
We all discussed about addons which make this easyer :)