After doing a little research, I've come to the conclusion that some things should be changed about the current setup for the region north of the Caspian Sea and in north Caucasus.
Firstly, the default area for the duchy of Armenia is rather odd - it looks like it's made up of two individual duchy areas that border each other, rather than a single Armenian blob. The eastern provinces were also never Armenian, so it's rather doubtful that they should be included in the default area of the Duchy of Armenia. In the 1066 scenario, there is an Emirate of Derbent covering one of the two halves (the three provinces along the coast of the Caspian Sea). This tells me that those three provinces already have a tag representing them, Derbent, and that the engine recognises it as duchy-level (which would be "emirate", in this case). Evidently, the graphics for this tag also exist.
I therefore suggest that the provinces of 673, 674 and 675 are allocated to the duchy of Derbent, instead of the duchy of Armenia.
Secondly, the kingdom of Cuman default area covers lands that the Cuman tribe never held. While this wouldn't be so bad if it just affected single border provinces here and there, it is not so good that it covers the entire area of the tribe of Alania (from Azov to the Volga). It is both quite ahistorical and usually makes the tribe of Alania offer to pledge loyalty to the king-level chief of Cuman, making said tribe much too strong when compared to what it should be.
I therefore suggest that the following provinces are removed from the kingdom of Cuman's default territory and made "none" territory: Alania et.c. (602-606), Tmutarakan et.c. (596-599) and 607
I do see the gameplay reasons for keeping the kingdom of Cuman somewhat large, on the other hand, and if it would become too easy to create the title I'd suggest adding any of these territories to the title requirements:
* The two Byzantine counties in Cherson: 560, 561
* Moldavia (historically correct, since they moved there very shortly after the beginning of the game, and it would help make the requirements for Hungary more sensible): 541, 513
* Wallachia (pretty much the same story as for Moldavia, just taking it one step further): 514, 515, 516
Thirdly, while the empire of Khazaria was pretty much gone at the time the game starts, the Khazars were not. Since no other political body covered the area in question at the time and the Khazars were also localised there on maps as late as 1100 and beyond, I think it's only fair to include the Tribe of Khazars (found in the 1187 scenario, proving that the tag and graphics already exist) in the 1066 scenario as well. The Tribe of Khazars should own the following provinces:
* Itil, 620, currently owned by the tribe of Cuman (capital)
* Kuma, 604, currently owned by a vassal of the tribe of Alania
* Manych, 605, currently owned by a vassal of the tribe of Alania
No data can been found on who the leader of that time would be (let's face it, being on the edge of the civilized world and then getting overrun by the Mongol hordes does not really help the preservation of the history of the region), so it would have to be a fairly random male of Turkish culture and Jewish religion.
Furthermore, these provinces should have their culture changed to Turkish and religion to Jewish (since a rather small amount of time has passed since the fall of Khazaria and cultural/religious change is supposed to take longer than that):
* Kuma, 604
* Manych, 605
* Ryn Desert, 618
* Saray, 619
* Itil, 620
* Emba, 621
* Derbent, 674
* Semender, 675
Finally, for aestetical reasons (and just in case the AI does care), they could be given "claims" on the following provinces: 596, 597, 599, 602, 603, 604, 605, 606, 607, 618, 619, 620, 621, 624, 673, 674, 675
Opinions?