Oh boy. More political instability at home, Brian seems to have retreated from politics to be with his wife, Nappy and Robes are quarreling over the seat of First Consul, and for all we know, Robes has it. The Republic of Sicily is remarkably placid, though we worked hard to keep it from boiling over. I know Ferdinand was pretty unpopular in Sicily, but that's something else. At least we didn't install a Corsican as king? Bad news for Louis and Charlotte and worse news (for the whole of the army at least) from Rome.
Part of the problem with going to Russia, is that alliances aren't permanent, and if we ever go to war, they're going to have copied our training and organization from up close, not the long end of the gun. Don't get me wrong, Russia is a huge opportunity, but imagine having to fight Russia, with its huge manpower reserves, and cutting edge training and the corps system, before 1800. The other issue is getting there. Either we go by sea through the Ottoman Dardanelles and Bosporus to the Crimea, or Overland through the Balkans, either passing through Austria, who has no reason to let us through, or through the Ottoman Balkans, who have been warned by Parsha that we're coming to stir up trouble there (as part of the Egypt gambit).
As satisfying and cathartic as it would be to go and sack Rome, that would be a big problem for relations with the rest of Christian Europe. Morale will be an issue in the army, and we will have to worry about desertion in the near future. Aside from that, we finally have an excuse not to go to Egypt. This might turn Parsha against us, given that we basically made a backroom agreement to make him or one of his close allies the sultan of Egypt.
All-in-all, we either head back home to coup Robes (again) or we head to Russia to fight a civil war, and potentially train their army in our tactics and organization (leading to potential future nightmare situations).