First of all, let me say you had some pretty bad luck on the most important shuffles of the game.
But it's a really cool board and quite interesting how to play this. My analysis would go something like this...
* This is 100% an engine board. Setting up the biggest Goons turn is going to be game-deciding.
* Trashing is going to be very important. At first sight, there's two options: slow & steady with Loan/Trade Route, or all at once with Forge.
* Drawing is somewhat problematic for the first stage of the game. Menagerie will become a power house in the end.
* Getting the first Goons quickly is not as important as usual, because the discard attack is somewhat countered by menagerie.
* I really like the menageries here, and caravan doesn't really help it.
The first real question for me would be To Forge or Not To Forge.
Now that I've given it some thought, the answer is very clear: not to forge.
I can't really draw big hands, because menagerie would only really work after Forge and Forge will only really work after menagerie activates.
It's a nice dream but way too slow, and besides it's just too painfull if you finally draw your Forge and then get attacked by Goons.
On the other hand a deck with both a Loan and a Trade Route could get those Menageries up & running quite fast.
I can pick up a single card of Working Village, Farming Village, Caravan, Silver, Secret Chamber... all quite cheap.
So actual plans...
prefered opening: Loan/Trade Route. I want cheap cards at the start and no point in building economy first.
On turns 3/4 I hope to remove 2 cards, and get myself a Silver and a Workers Village.
Instead, a Silver and a Menagerie or a Silver and a Secret Chamber would be acceptable too.
I don't really plan on getting Caravans, although they won't hurt. I'd much rather have Working Villages.
I don't want more money in. Loan has to keep hitting Coppers, and I'll get plenty of money from Market, Goons & Secret Chamber if the Menageries kick in. If the draws on t3/4 are really good I might even skip on that first Silver.
on your game:
opening 5/2 is sort of horrible on getting 3-cost cards. I would probably *sigh* and get a Market too. I don't like it, but it should allow me to skip on buying any Silvers. I agree with the Secret Chamber, and also with buying nothing on your next turn. After that you get the fourth nightmare hand, but now it's really time for the Loan on t4. As said before, Caravans don't really help a deck that will rely on Menagerie for draw.
On turn 5, I really want a Trade Route, but since you could probably also get it turn 6 (still before the next shuffle), I'd use this 5 for another Market as well. It just might help me do a double-Menagerie turn next cycle. Turn 6 would be the forementioned Trade Route.
If this would be enough to make up for the lost turn 2 & 3 is hard to say. If your opponent keeps buying Caravans it just might, but his lead is already quite significant...