I have a few observations, not particularly suggestions

As it's your AAR. Normally with Caelum I tend to crank taxes in the beginning and not appoint a Storm General Prophet instead using him for Patrolling.
I also dislike the militia mercs (just because they are so fragile). So I usually will let them slide unless I have some desperate need for them. As they are mostly just fodder.
As your brother said, if you get Obscuro first, you get up to 8 Air Gems or something. I'll always bid on him his first turn out (and often later as I like having a free Air2 caster).
The Beast Brothers are great mercs, very cheap and very good at doing what they do best, dying.
With your current research strategy (Evo2, Alt 2?) I'd probably concentrate on Evo until you get Wrathful Skies after you get Quickness (that's usually my primary goal with Caelum regardless of my Pretender). Maybe even stop off to grab Alt 3 after you get Evo 4. Nothing quite hammers an Army like a few High Seraphs with Quickness, Air Shield, Mistform, Mirror Image, Resist Lightning, Shock Wave for a quick routing punch. Or if you are using alot Mammoths, you'll have your artillery.
But that may just be my preference as I tend to use my Air Gems early on for Wrathing.