Some of the colonial buildings can have indeed a ripple effect when created (and they all have constraints and minima before being created in a colonial region) onto others colonial regions, at the very least the Governor Mansion, but the system being totally open, we will perhaps add others buildings (you can suggest some if you want).
Colonial Penetration is indeed not exclusive to a single nation, that's one of the basic of the Colonial game: competition between nations in the same colonial region or within a colonial area (the area that can lead to the forming up of a colony). The struggle will be fierce to be the first able to declare a protectorate or a formal colony status within each zone.
Now, each nation have preferences and some won't have interests in colonizing some areas, they can even have penalties doing so, thanks to the Sphere of Influence concept, but more on that later

Rest assured, when we approach the last kilometers of this marathon of a development, you'll get much more details and screenshots...