I appreciate the help, but these answers have not addressed my particular issue. Let me try to be painfully specific. The Malaya page on the wiki shows provinces with 4 different colors. It seems clear that I should be able to form Malaya if I control the 4 green ones and all of two of the other colors. In my current game, I control ALL of the provinces of ALL 4 colors. I took some of these from other countries, annexed some from vassals, and colonized others. If the issue is that you need to take them by "conquest," then that would make Malaya unique among formable countries. As Viyajanagar, I had no trouble forming Bharat using a combination of starting provinces, conquest, and diplo annexation. Shouldn't that work here as well? The Malaya wiki page doesn't say that your own home region doesn't count.
If people really think I am in error on what I control, I would be willing to type in the names of all the provinces.
So far, nobody has agreed with my contention that this might be a bug, but neither has anybody offered any other explanation. Is there anyone at Paradox who could check this out?
It's not like this is ruining my game. I'm up to 6th place and in the top 4 or so for economic and military power. I've Westernized and I am catching up on technology. I have colonized all of the Philippines, all of the main islands of Indonesia, and several provinces in South Africa, and I've got 3 colonies on Australia. As a newby, this is far and away my best game. But if this is my mistake, I'd like to learn something new. And if it is a bug, I would expect that Paradox would want to fix it.