These are things that definitely frustrate me playing the latest version, top of the head I can think of 3 (EDIT added 4th):

1. I cant get land trade routes going. As I understand it one "overworld map" building sends and another receives, because that's what the game seems to be telling me, i.e. the yard resp the depot. I tried building one on one side of a province border and the other on the other, connected by roads (and bridges if necessary) but it says no destinations are available when I actually try to create the route. I'm not sure what's wrong here, the naval trade ports seem to work.
2. I cant seem to upgrade villages to settlements, so I can't manage them at the city map level. I did get to actually turn it into a city once, but I cant recall how exactly that happened. Again I have no idea if I'm just missing something what it's supposed to be.
3. I don't think I understand what warehouses do. I guess goods are stored there under some conditions, like if some other buildings are full. Is it also supposed to widen distribution ranges of some goods?
4. What exactly determines how settlers become available for recruiting? What about it is random, what isn't? Actually what does it even mean with any recruitment type for there to be like e.g. "2/5" available? Like 2 actually available out of 5 what? They are sort of available, but not quite? Anyways, the availability of settlers is a HUGE part of what makes you successfull, as honestly I just sit around waiting for the next settler to report to the reception so I can expand. Maybe it would be more interesting if it was just more expensive or hands-on-but-involved to settle a new region, the price perhaps being dependent on conditions, but technically available all the time?

You know imho generally it would help if things were clarified a little, by being explained a bit better, I guess you intend to do that as there is a "help" button that doesn't do much yet. Or by just sort of "streamlining game mechanics", the game sort of suffers a little bit from "Dwarf Fortress Syndrome", where it feels everything works by some exception to an imaginary general rule in a way that's hard to pin down. It makes it so you're always struggling to learn to play rather than with actual in game problems like building a state and fighting enemies.

It's a great game tho, don't get me wrong, I was sceptical about the shift to multilevel maps at first but I see the point of it now.

EDIT: Okay as to point 1. I think I get the issue, it seems city-provinces share the same resource pool with village-provinces right next to them, which are considered tributary to the city I guess. So in that sense trade isn't needed. How exactly this city vs village province mechanic works exactly I'm not sure.