Ok, this was fun (as always a little bit sobering to see the better solutions..), though strangely, so few people attempt this one. I think it might be a good idea to give a little more introductory info on the game rules like:
"(Mega)Connect4 is played on a vertical, rectangular board. The players tokens drop in a column and stack on top of each other. The win condition is met when the token of the current move connects N-1 other tokens of the same kind in a vertical or horizontal line or a line parallel to the boards diagonals."

"if number not in CACHE:" is always evaluated as true. So why use CACHE at all? I don't get it.