Game is really great and best of all strategies, BUT:
1. Fix the muslim invasions - now its impossible to help other christian country when its under invasion (for example from Fatimids) unless you are allied with them - thats absurd and help in defending should be available for everyone (from the same religion at least). IN my last game Croatian Kingdom was defending against normall attack from some of fatimids dukes. The christian coalition was created (including my duchy) to counter these attacks and all was going on the right direction and then suddenly the very Fatimid caliph delcared an invasion. Result? Croatia counquered in less than 1 year, because no one could help them (fatimids siezed castles and cities, while christian armies were stationing in the same county - absurd...)
2. Not every prisoner should automatically agree to convertion to your religion - maybe those with zelouss or chaste trait should not agree?
3. Empires and Sultanates are way too strong and stable. There should be another opinion penalty depending on how far vassal dukes kingdoms and counties are from your capital (if ur their liege), and also crown authority should be way more difficult to change (into higher). I really would delete all de jure realms for empires - its just too strong bonus for them (Byzanitnes automatically sieze Italy). Also, if Empire would lose a land (someone becomes independent) the emperor shouldnt have a claim for it, otherwise he recounquer all those independent realms within 10 years - absurd.
4. Byzantinies should be totally nerfed - i mean come on its so ahistoricall - from XI to XV they usually had a lot weaker armies than other neighbours, rather depending on diplomacy, strategic position of their capital and mercenaries. In CKII they quickly eat half of the map with HUUUUGE armies - another absurd. Empire title should give more penalties to opinion of vassals, give lesser levies. More civil wars inside ERE, more independence wars (even without factions), weaker armies, higher costs of maintaining those armies and mercenaries - thats my proposals for nerfing the immortal ERE.
5. Also HRE should be nerfed a lot - here it should be something done to election system - it should allow CA at medium MAX (pls i dont want to see medieval absolute electoral HRE with 5845623753275 k armies), also more difficult to change to higher CA, lesser levies, more interaction between POPE - HRE - they should fighting like 2 mad cats, a lot of excomunication, anti - Emperor title (anti Emperor should be picked in 99% cases from HRE realm, but once in a while from outside of the realm)
6. Also i would consider something like "Only Titular Vassalisation" - i mean in cases where some county, duchy, kingdom is a vassal only on paper, but in reality it can behave like independent one. Something even lover than autonomius vassals. This kind of "Titular Vassal" (im quite bad at english so i hope u understand what im saying) would make more independent decisions than aautonomius vassal, BUT it would be a lot more vulnerable other countries could start a war against HIM not his liege to gain his lands, but liege could normally join the war if he would like to do so or if he would be asked by this titular liege.
7. Armies that travel on ships should loose soldiers each week (for example from 1 - 10 %) - it would be realistic and would nerf the overpowered strategy of quickly moving armies (by sea). Also armies should spend more time to get on the ships (i mean one day to get on board? its way too short). Attacks from sea should have more penalty, and i would also add some random events - for example storms that destroy part of your ships/forces or kickes part of the fleet to other sea areas, lands (it hapenned often during medieval times) or some random interactions (events) when two opposite fleets stay on one sea area (not battle but some minor encounters?)
8. Option to join faction after it started a war against its liege - for example when some leauge start an independence war, there should be an option to join it even if some vassal stayed on liege's side.
9. Also Fatimids and Seljucks should me more hostile against each other - historically they were most deadly foes, and each other's ambitions was to rule bagdad and whole muslim world, so Fatimid invasion of greece is really really strange.
10. Fatimids, on the start 1066 are too overpowered. They should have a lot higher decadence and have much lower CA.
11. Last one is just a humble suggestion for far far future - those countries and dnasties / nationalities that are historically nomadic people should have totally different mechanics of game. Nowadays PEchengs and Cumans, Oghus tribes also have armies that consist mostly of infantry, have dynasties, have economics based on farming and taxes, armies based on their holdings and castles - everything is totally wrong. The thing is that they should have some tribe / clan - based political system with open succesion (the strongest takes all, not some Agnatic Gavelkind ??), or with some other historicall types of successions (Mongol type succesion for example). Alsoo, size of their armies should depend from the size of their tribes and cattles - not from the castles in counties they control (they didnt live in cities or castles so..). Right now its hard for me to think how it would be pissible to create something like that so like i said, its just a suggestion for the future plans. Nomadic tribes changed the history of eastern, south, and mid east Europe in a great way so in my opinion it should be also included in CKII (together with muslim DLC, republic DLC, LOR DLC). For nomadic people there should be new casius beli - raid - which would give no lands if won, but big amount of prestige, prisoners, cattles, money. "Vassal" opinion of their "Liege" (Khan Kagan or Chief would be bettter) should depend on wheter he wins or loses battles, how many succesfull campagins he did, how much does he obey tribe's religion and law (another thing to create. There should be also option of converting to other religions at some point of the game. Army should consist especially horse archers, lesser infantry and heavy cavalry (mostly from vassals, cities, holdings that are not nomadic).