With your neighbors subdued, and borders with your far more dangerous enemies avoided, you can wait out the century or so it will take to westernize in peace. Now that you can see Mutapa, attack and secure their gold. Then sell Adal back the first (worthless) province you took off them. Attack Swahili, take their southern province (to border Mutapa), and vassalize them as well. But taking a few gold provinces off Mutapa can dramatically boost your economy. Taking provinces indiscriminately is not a good idea, since if you get more than 10 provinces, you will have Tribal Succession Crisis when your leader dies, which will be extremely hard to survive until you reach Land 3 and can build forts.
The Mamluks will no longer share a border with you, and you are safe from attack. Then, sell your northern province to Adal. Take their southern-most province, which will reveal the northernmost Swahili territory, and vassalize the rest of the country. Instead, occupy as must of their country as you can while retaking provinces they march into. Since neither of you has forts, don't try to win by defeating their armies. In Divine Wind, the Mamluks will almost always attack you within 20 or 30 years, and you cannot beat them, unless you get extremely lucky and strike just as they are getting mauled by some combination of the Ottomans, the Timurids and Europeans, but this isn't something you can count on. To your north (and not visible until you start discovering neighbor provinces) are the extremely dangerous Mamluks. Across the Red Sea (which has a crossable strait at its southern end) are Yemen and the other Arabian states. South of Adal are the African-tech Muslim Swahili and pagan Mutapa.
Aside from Kefa, which has gold, all are poor and lacking in manpower. You have eight provinces, only three of which have your state religion.