You made some money. In the games I've seen, Theodorus gets annexed by the Horde and Lithuania loses and pays out 10 ducats or some such measly amount. You're doing miles better than the ai does.
The Horde obviously want the CoT for itself. They're like an old elephant who has hunters coming for it, but is still terrified of a mouse. Theodorus being warned by the Horde is par for the course.
The other remnants of the Roman Empire will try to prise Constantinople from your grasp. Only 5,000 rebels; wait until 18,000 rebels show up and gain control of the province for things to get really interesting.