How can Portugal snag a province? If they capture one, but you demand full annexation, you'd get them all anyway, right?
As Chief Savage Ma said, you can't demand annexation if your ally controls a province of the target's. Updated AAR with a note.
This reminds me of a question. I've noticed when fighting with allies, and they take a province, in the demand tribute screen, I can demand that province, but I get the infamy. I assumed that meant that I'd get the province (and so haven't done it, I'm watching my BB). Is there any way in negotiations for my allies to get those provinces they captured themselves?
Allies can (and often do) make their own negotiations to get provinces in wars. Vassals and lesser partners in unions cannot.
You cannot demand full annexation unless you control every single province of theirs. If an ally controls one, you have to wait until they declare peace and then capture that province for yourself to annex the nation.
Correct. I've updated the AAR to note how your allies can be frustrating in this manner.