I have seen Brunei colonize most of Indonesia, New Zealand and Australia.
Also, one time as Sweden, I decided to colonize (just for fun.) When I saw I entered a union with Poland (who already had Lithuania in an union, and was allied with Austria, France and England.) I released my Canadian colony, and played as them, as that is possible even on ironman. Me, Canada ended up colonizing and Swedenizing most of Northern America, but there were a little part of Canada that Sweden colonized even in the union. Thus they created Swedish Canada. Norway, who was Sweden's vassal, also colonized a few provinces, but not enough to create a colonial nation. Poland integrated Norway and inherited Sweden, so Swedish Canada turned Polish (still named Swedish Canada), and Poland had three provinces in Canada directly. That was the weirdest New World ever. A Swedish Canada, a Polish Swedish Canada, and a Polish Canada.