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I think you should use indy commanders to shuttle your blood slaves when you cannot afford a lab. I do not like to take any turns where my home province does not build some sort of priest. Indy scouts are best, Horse tribe commanders work well too, and even the regular Commanders, Mounted Commanders, and Barbarian leaders are okay.

I think it may be best to build labs only where you are intending to eventually build a temple and a fort. I try to build forts where they are cheapest, in the forests and mountains. You need to build all of these somewhere in any case, to churn out even more priests. Might as well provide some protection for your hunters while you are at it. (If you're playing SP you might be better off to just take castles from the AIs.)

You can also build another temple instead of a lab, and sacrifice where you hunt. The sacrificing priest can take some of the overflow if your hunters get close to limit. This option is best if the province is in the plains and can recruit indy priests (for sacrificing with a jade dagger), since this frees up even more of your priests for hunting and researching.