1) Highway synergizes with +buy
2) Vineyards synergizes with +buy
3) Vineyards synergizes with spammable cantrips
This board adds 1, 2, and 3 together into a Highway/Vineyards/+buy engine. Seems like a reasonable strategy against Big Money to me.
As for your play, I would have gone for Gold over Harem early (i.e., turn 10), and bought a Province at turn 8. A long game favors the Vineyards player (his turn 7 signals he's going for this strategy, where he buys Highway over Gold), so you'd have been better poised to keep the game short, which means going for Provinces asap.
For example, if you had done the following:
- turn 7, buy Highway instead of Woodcutter
- turn 8, buy Province instead of Gold
- turn 10, you'd have a Highway and Province in hand instead of a Woodcutter (clashing with your Cutpurse) and Gold. Play the Highway and you draw another Copper, so after your Cutpurse you'd have $5 and everything costing -$1, allowing you to buy that Harem anyway... but I'd buy a Gold instead.
At this point, you'd have a Highway instead of your Woodcutter, and a Province instead of your Harem. Hard to say exactly how things would have shaken out from here, but if the rest of the game played out similarly (except you not buying an Estate on turn 15, as you wouldn't have a Woodcutter) you could have ended the game on turn 18 with a Province buy. That would win you the game, as you'd have had 39 VP vs. 36 VP for your opponent, as he only had 2 Vineyards by that time worth 3 VP each (10 actions). {As the actual game ran much longer, he was able to not only nab two more Vineyards, but also bulk his four Vineyards up to 5 VP each.}