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CK2's Legacy of Rome has you doing just that. and Purple Phoenix DLC is packed with special events for a Byzantium who defeats the tides of history and restores itself to its former glory in EU4.

So their already made dear.
 
Why should they do such a thing for a doomed state which was anihilated 9 years after the start ?

I like Byzantium like many on thes forums but I don't see the point. There is already Purple Phoenix and I think it's even too much :D
 
Yea but those will be probably events only, and i'm asking for something more like the old gods that provide special features for nords

Norsemen have special features to simulate vikings raids and such. If the Roman Empire was restored in the 15th century, it would probably be a normal, European, Christian state. What special mechanics would they need?

In any case, you can restore the imperium in CK2 and then convert your game to EU4. Your empire will carry over.