The old world, of course, is completely and directly under Roman control. However, when integrating Najd and Bukhara, i
forgot to activate the Influence/Plutocratic policy for -10% diploannexation cost, wasting literally hundreds of DIP, as well as several of the precious few years left in the game. I ditched Influence afterwards in favour of exploration, in order to get to those last independent tags. Worked out for Rwanda in central africa, however...
In the new world, there are still three native tribes - Apache, Comanche and Blackfoot - avoiding rightful Roman rule. Had I discovered earlier that you can actually annex territory that is only connected to your CN via an unfinished colony (and thus giving them an uncoreable province), things might have worked out differently. Come to think of it, I didn't even test if you can demand "concede colonial region" even from isolated natives... oh well.
Final list of countries, Apache hiding at the bottom:
End-of-game screen: