Maybe I'm missing something, or is mission 2 of Zeus and Europa totally luck based? You need to stockpile 32 wine to summon Heracles but your city doesn't produce any wine, only olives are in your Orchard menu. There's one city with wine, but you can't open a trade route with them and demanding never works because you can't raise an army. Am I missing some sort of research mechanic or am I totally dependent on that one city on the map that can produce wine giving me what I need?

True, you cannot produce it or trade it, but you will receive it as a gift from Calydon (16 and 16 I think), so make sure you have an empty storehouse dedicated to that. If it was already offered to you and you couldn't accommodate it, you will need to restart that episode or at least load a save file that is from before that.

Generally, when someone is gifting you something that you cannot get in other ways or seems "rare", you want to get it.

yeah, I think that someone gift them every year ....

If you give enough gifts to the rival city, they'll eventually send you some when you demand it (I could be wrong, but I believe the rank above "respectful" is what you need). It's not nearly as efficient as trading gifts with an ally or vassal, but it's certainly doable.