If lucky nations are turned on, 10 existing AI nations will be given Luck at the start of the game. If random, the nations will be picked randomly based on weights that can be changed in defines. If historical lucky is picked, the nations will be picked in order and based on the criteria set in the historical lucky files. If there aren't enough valid nations to fill all 10 slots, then the remaining slots will be filled by random AI nations.
Lucky nations do not suddenly change mid-game unless the nation ceases to exist (or it becomes a vassal/subject? of the player?). Scotland doesn't become lucky because it formed Great Britain. Likewise, England doesn't stop being lucky because Scotland formed Great Britain. Portugal doesn't suddenly stop being lucky if the calendar hits the year 1700.
As far as I know that is how lucky nations work. Do you have a screenshot showing me otherwise?
Lucky nations do not suddenly change mid-game unless the nation ceases to exist (or it becomes a vassal/subject? of the player?). Scotland doesn't become lucky because it formed Great Britain. Likewise, England doesn't stop being lucky because Scotland formed Great Britain. Portugal doesn't suddenly stop being lucky if the calendar hits the year 1700.
As far as I know that is how lucky nations work. Do you have a screenshot showing me otherwise?