OK, so I was right that names like "Frisia" and "North Westphalia" are simply labels for geographical areas where the people have a shared history and culture? And when you talk about "making a state in North Westphalia", you mean turning my bit of N. Westphalia into a state within my own country of Utrecht—regardless of the other areas in N. Westphalia, which are provinces of other countries and may or may not also be states? (Sorry to spell it out in such detail, I'm just trying to make sure I understand!)
But what you go on to say slightly confuses me: "Geldre, Friesland, and Ostfriesland each start with their own state also called Frisia, consisting of whatever provinces in the geographic area called "Frisia" that they own." Can I try to unpack that in a way that makes sense to me, and you can tell me if I'm right? "Geldre, Friesland, and Ostfriesland each start out owning a province or provinces in the geographic area called "Frisia", which, because they are core provinces from the start, have the status of 'states' within that geographic area." Does that come close?
But counter to your examples of Limbourg and Pomerania, those provinces are not called "Frisia" on the map: they are simply states within the geographical area of Frisia — which can't be seen on the map, but is referred to as an informal entity in the game. So, as you say, if I conquered Groningen, politically it would cease to be part of Friesland and become part of Utrecht; but within Utrecht it would still be a state in the geographic area called "Frisia".
Lol, this is complex! But am I on the right track?