Personally I don't find colonising dangerous provinces to be particularly remarkable in itself, since you'd succeed eventually. Niels.p, if you'd like I could load up my Russia game and just spam that Trinidad with colonists. In the actual course of my game, what happened was that someone colonised it, got into a war with me and France (PU junior), and France happily marched a doomstack straight on top of all those natives. What a disappointing end.
yequr, what do you mean by "park a Galley or Light Ship in there to hope for the 'accommodation with natives event'"? Isn't the entire purpose of leaving the ship there to discourage pirates? I'd think that if you put a ship in one of those dangerous provinces, it'd just get auto-disbanded when the natives blow up your colony.
Leaving a ship in port of a colony counts a military unit for the event to occur. Parking a ship in port does not spark the native anger while military units do.