Nuremberg! It was bigger than Ulm.
Nuremberg will be there in the upcoming patch (and has probably been seen by some already in the various streams)
Bizarrely, the tag for Kilwa in EU4 is ZAN. I think it dates back to when there was just a generic 'Swahili' country there.
It does date to when there was only one tag. As far as I know the ZAN tag is a legacy from the time when tag was called Zanj in EU2 rather than being derived from Zanzibar.
The reason Mombasa and Malindi start out as independent rather than vassals of Kilwa is that the Kilwan grip over them was pretty weak even in 1444.