Great news! My own exams are continuing for a few weeks, but I do have a 2 week break at the moment.
In terms of research, it's areas that cannot be easily found, such as Persia, Germany and Provincial Roman areas. For instance, I have no idea how the Sassanid Empire was organised, and neither do the internet sites I've been trawling though. Even if it's a map of Satrapies of the Parthian Empire, or a list of famous Sassanid families it would be great to try and fill that area in. Germany is a bit better, in that I'm able to find out vaguely who was where and how they were organised, but still more historical characters would be brilliant. In terms of the Roman provinces, I want to try and find out which families owned a lot of land in the provinces and Italy, or who was a provincial governor in the time period between 390-410, so that people are able to play as counts and dukes from the get go, and not have to get randomly generated ones. I've given up on Eastern Europe (for now), there will be no provinces to the east of where Germanic Culture was dominant during the time period (around Poland area). It's impossible to get very much around the years 600-700CE, never mind 400CE. Scandinavia is a bit better, and I may be able to have modern Sweden and Norway included.
I haven't done anything in terms of Religion, so you're welcome to it if you want to focus on that. My map modding is going to be delayed while the SWMH team updates their map for TOGs DLC.
Have you tried to look out for the Fasti Consulari?
I had read a French book that listed provincial governors up to the Late Empire.
Senatorial families owned a lot of land from all over the place. The most powerful ones cannot be confined to a single province or even a single diocese. I think it was the Mellanii that controled most of the Ebro valley, but not just that. They also owned a good chunk of the lower Rhine, of the area around Soissons and modern Anjou, vineyards in Lybia and Morocco...