It would be really cool if there was a tool to create your own map and create countries/states/provinces on it.

there's no point. You can just use the nudge tool to create new states,  go into the states folder and assign countries and cores to it.
creating provinces would require a lot of work since you would have to draw them yourself. although I do support an option to import custom states to that map and then assign the countries states that way it's more efficient if you have a lot of custom states in your mod.