Should have taken Open Borders with everyone except maybe Gandhi (Buddhist) and Napoleon (he only has you as a target, so if he feels like having a war, his target WILL be you), since it increases the chances of Judaism spreading to them. Some allies are always nice. Well, I didn't get any in my shadow game, but I could always convert to whatever religion the Khan believes in or converts to, I'm pretty sure he and weak Saladin are the only known civs that don't hate me yet.
Another thing, why do you appear to be so reluctant to explore the east? Should have seen it like this: You are the tsar of Russia, and all the people over there are just Siberians waiting for you to conquer them! Except that these eastern lands are better ones than real Siberia with all its taigas and tundras, of course.