I like the suggestion that you should be able to tell explorers to attempt to establish colonies.
The colonisation system in EU1 was right to make colonies vulnerable to attack from natives and other powers, but I think it makes it too difficult to establish colonies in the first place, and the consequences of losing colonies are too severe. Armies and naval expeditions should be able to establish military colonies in uncolonised provinces.
(Military colonies would cost something to maintain on top of usual army maintenance costs and would have maximum growth rates of 0. The security provided by the presence of the troops would encourage the spontaneous development of a normal civilian colony. It should be possible to mobilise the troops and disband the colony in a shorter time than it takes to raise a new army ).
If your colonists in West Africa are massacred by the natives whilst the garrison is distracted by a Spanish attack, your explorers in the South Atlantic who were planning to resupply there should not be doomed to die of attrition as a result. Your troops should be aloud to rebuild a portion of the town a put up a stockade.
I think that the attrition rules, although adding a lot to realism in many respects, are too restrictive to exploration. It would be more realistic to somehow allow ships to attempt to resupply on any coast by either begging, trading or raiding. Factors which would influence success rates would include native attitudes in neutral provinces, relations with other nations, and the expedition's ability to either pay or terrorise the natives. Naturally, there would have to be the potential for things to go badly wrong...
These ideas need devlopment and would cause headaches for programers, of course.