I do just assume as Prussia you dont have much problems with militancy for you are less democratic / liberal
hey, one day you will be happy to have some piece of France. Without the champagne tax you would never be able to build a fleet
For your colonial problem:
look at the Paradox forum, there are plenty similar problems that you cant even declare protectorate (SAMOA for instance) with exactly the same problem pattern you are describing...
maybe someone is working on that
