Bohemond, I doublechecked the flashing icons for out of region penalty. Some are flashing and some are not. It turns out if I merge an out of region leader with one of his units, the merging cancels the out of region penalty. After merging, the leader will have normal leadership values and his icon stops flashing. Appears we have a problem there.
I also noticed that all other unmerged out of region leaders are penalized except for Abgar IX. Abgar IX is out of region and is not merged with any unit and he does not have out of region penalties plus his icon is not flashing.
Also there is a road missing in the Automala region in Africa. And there appears to be a road in the sea in the region Mare Cyrenaicum.