Okay, first I want to say this guide is freaking awesome. It is really exactly what I needed for sure.
I wanted to point a few things that could be changed:
This is rather vague. I ran this battle with no damaged ships and I get the 2 indiaman, what it's unclear as to which ships should stay behind? The first time I did this, I just sent the admiral alone... but then later I found that the guide needed the indianmen... so I had to restart.
It would be great to just specifically say which ships to leave behind
This is another one that I think should just be repeated in the guide. The first time I ran through the guide, I forgot on one of the turns!

I think it's fair to say that new players are going to forgot. I vote to just copy/paste this on every turn in the guide to avoid confusion
This is where I think my game started to deviate from the guide. I sent him in the middle of the choke point of the channel, but I didn't even see the ship move as an NPC move, and it was somewhere in the fog of war. Anyway to be a bit more specific on this movement?
My funds were at 3214 at this time. Later on in the guide, you tell the player to take 2 foot from London and send them to the dock... but they don't exist. My guess is that somewhere you forgot to instruct the player to build these 2 footman.
It's either that, or the game mechanics are different in the version you used.
Unforutnately, Admiral Nelson was a bit short to arrive there. He didn't need the repairs, but I'm guessing this is going to mess things up. I actually ran this guide 2 times up to this point, and both times he was short
Lastly, I on turn 8->9, the french navy goes by Gibraltar and you're given an opportunity to intercept. Is this what is supposed to happen? The french raid the trade line after I declined.
As for the quoted line above, this is where my game completely falls apart, because Admiral nelson cannot get to sandy bay. There is the french navy in the way. I can attack, which is pretty much my only option if I am to follow the guide.
This didn't happen. Actually, on turn 5 or so, that spy blew up my cantonment. I did kill the spy a couple of turns later as you said though.
ALSO
1. There is part in the guide where you saw Admiral Nelson should be resting up at the port near England... but you never told the person to move him there

I had him waiting in Gibraltar the entire time. Luckily I moved him many turns late and you still never demanded anything of Nelson... so I caught up.
2. There must have been 1 part of the guide that didn't mention to move the ships from the 3 merchantmen ports, because I forgot. If not, then that's my bad. Anyway, this mistake set me back 50-100 gold per turn, which really messed up the purchases. I just kept playing and tried to catch up with your turns.
EDIT: Now that I got to turn 24, I realize that it was an error in the guide. It said to heal Admiral Nelson's navy at port Portsmouth, but then you instruct them to go to Gibraltar again. I'm guessing you meant heal them at Gibraltar...
3. The suggested technologies like that advanced technology to reduce ship upkeep costs (-10% one) was never available for trade.