It would also be incredibly funny if when the Black Death starts you try to run away by finally doing the legendary start an adventure and go to Africa.
Would there be any benefit to merging with the largest cultural hertitage in your empire? If you really want to micromanage you can look at the mongol troops to see what they’re countered by specifically that might give you more reason to pick a culture to merge with to get their troops It could be interesting to do an Elder Kings play through where you play a lot more with culture hybridization and diverging. As the culture/race intermixing is a lot more expanded. Orcs generally have it rough from the get go on this front as they start as a “primitive” culture/race last I played.
RE: Kingdom of Jerusalem - it's really annoying if you're not Christian or Jewish due to the special conditions to create this kingdom. If you do it early on you can usually create a custom kingdom that includes its duchies, but otherwise it's best to tuck it under some other kingdom as you did (it's pretty small anyway.) As I understand it, the special rules are like this to avoid the kingdom from de jure drifting out of of the expected territory and ending up with oddly mistargetted Crusades.