I missed the Madagascar and Sokoto tags (looking at that list is liable to make anyone crosseyed!). Looking again closely this is what I come up with for African states (if I missed any I apologize!)
ALD - Aldjazair Algeria - assuming this represents the Arab resistance to French control estabished at Algiers in 1830
EGY - Egypt
ETH - Ethiopia
HOW - Madagascar
LIB - Liberia
MOR - Morocco
ORA - Oranje Orange Free State in southern Africa??
SOK - Sokoto
TRI - Tripoli
TRN - Transvaal
TUN - Tunis
ZUL - Zulu
Adding Ashante, Mahdist Sudan and Tukulor would be good.
Also I'd recommend adding
1) Zanzibar - in this period the Zanzibar sultans were recognized as overlords by most of the peoples of what is now coastal Kenya and Tanzania and in the 1870s would be recognized as overlords by Tippu Tip in the Upper Congo region. Zanzibar was the focus of intense rivalry between the British, French and Germans in the 1870s and 1880s because of this, and Zanzibar was considered the "key" to establishing European domination in East Africa.
2) Buganda - powerful state in what is now Uganda that controlled the rich agricultural land around Lake Victoria Nyanza, including lands in Kenya up to the Great Rift Valley. Strong enough to keep the British from allowing white settlement in a region the British themselves called "The Pearl Of Africa."
3) Borno - Islamic state that dominated the region between around Lake Chad - powerful due to wealth as trade route between sub-Saharan Africa and the Libyan coast. Would offer French stubborn resistance in late 19th Century.
4) Mande - rose in the 1860s to the south of Tukulor and would challenge Tukulor for dominance of the gold region of what is now E Guinea. Developed smelting technology to copy Western guns and would fight the French for over a decade under the leadership of Samori, extending Mande rule over the N Ivory Coast before final defeat.
5) Lozi - powerful kingdom that dominated the rich agricultural lands of the upper Zambezi valley (Eastern Angola and Western Zambia) that would become an ally of Cecil Rhodes in his struggle with the Ndebele for control of what is now Zimbabwe.
6) Ndebele - migrants from eastern South Africa driven out by the Zulu who would establish themselves in what is now Zimbabwe and give Rhodes and the British South Africa Company all sorts of trouble in the 1890s.
The greatest problem, as I have said above, is that we only have 20 user defined tags with which to deal with all of the indigenous nations of the Americas, Africa and Australasia not in the game as well as actual or potential nations that could be created in Europe, Asia and North America, not to mention those indigenous states that rise in Africa and the Americas during the time period of the game. Paradox seems to have done an admirable job with its research on South and Southeast Asia, it is too bad they were unable to access specialists on sub-Saharan Africa or the Americas to give the same kind of detail as given to Asia. As a result much of Africa is blank (kinda like those European maps of Africa in the 1830s and 1840s) rather than reflecting the great diversity of peoples and states that existed in the nineteenth century. Is there any way Paradox can increase the number of user defined tags beyond 20 in an upcoming patch?
As for the potential of the Europeans not being able to crush local resistance, one would assume that the tech tree would give the European powers complete advantages, though even technology could not save a European army against indigenous peoples all the time (Zulu defeat of British as Isandhlwana 1879, Samori's dogged resistance against the French in West Africa in the 1890s, Ethiopia's defeat of the Italians at Adowa in 1896). So the creation of these larger indigenous nations should not inhibit the replication of the Scramble for Africa, but rather make it more realistic by simulating the actuality of African resistance to European colonization, just as the creations of indigenous North American states will make American expansion into the West more historically accurate. From the posts on here that I have seen colonizing powers can just walk into "Terra Incognitas" with nary a shot fired, which is so completely historically inaccurate.