It happened to me playing as Italy from 1933 on. Note that I used cheats to turn Italy democratic and make her join the Allies, so long story short, Germany was defeated mainly by France and the Soviets were stopped in the middle of Poland/Hungary/Czechoslovakia/Romania, giving place to twin nations there. Later on I started WW3 and had the SU overrun Poland, which would be later liberated by the USA.
When I released Libya via event, first it had all its provinces, then lost all but Tripoli. Same goes to Somalia. However, I DoWed Yugoslavia and released Croatia, Serbia and Bosnia as puppets, and those showed no problems. AI nations such as France and Britain experienced the same problem when releasing African colonies. Another funny thing, when the USA released Poland, it appeared to have the current borders, but then instantly reverted to the preWW2 borders (leaving East Prussia to the US and such). Maybe it has something to do with core provinces?
On other facts, is there a possibility to develop the interwar period? I've read about a mod called "Arms, Armistice and Revolutions" (or something similar) that does so and could possibly be integrated within NWO to create a full 1914-1964 experience.
EDIT: I've started a 1956 scenario and there the new nations spawn without any sign of problems. Perhaps it has to do something with cores that are given in the post-1945 scenarios that don't exist on the 1933 scenario (IIRC the 1933 scenario is the vanilla one). Also, there's something wrong with the alliance pic of NATO in the 1956 scenario, it says UNKNOWN_STRING_WANTED.