All your foreign policy decisions depend on how powerful you are militarily. If you're too weak to defend yourself against an enemy that declares war on you, your allies will often act in their own self-interest and not support you. The only real point is to build relations with them for the long term, which is necessary to have access to their resources. Yes, dealing with natives and minors can be tricky. It's no good to invest a lot of money and time into building relations if some other power is going to come along and conquer them.

You need to decide how you're going to deal with them early on and stick to your plan. Eventually you'll have to be able to defend them from other powers if you want to keep them as clients, or assimilate them. It's best to pick only one or two and focus on them, since you'll never be able to defend them all.

My tip is this: access to fur is the key to winning. If you can get a lot of fur, you can promote your workers to Master status, and no one else will be able to do that. It's even possible to skip the other two levels of and get by with only a few Masters, as long as you have enough resources to promote your workers.