I have few cool ideas I thought I might share.
Ships and Naval combat
You know what the core game was missing? SHIPS and NAVIES. The kind you could travel around with just like on the land map.
Every coastal city should have a dock and there should be seaside towns whose main attraction is the docks. You should be able to buy your own ship, ranging from a measly canoe that can carry a handful of men short distances, to huge ships capable of carrying hundreds of men onboard to the deepest of oceans. Of course your ship is also going to be a huge investment on your part, so it won't be just a "lol lets buy a ship" kind of deal (unless its a canoe of course). Kingdoms will also have their own navies and admirals who will command fleets. There will also be trade ships, but those will be discussed later.
I would really love to go in depth about how the naval combat would work, but unfortunately, I'm not very well versed in Medieval European naval warfare. That is also why I can't really go into details about the different kinds of ships and what they do, however it is obvious that naval combat will require a reworking of the AI can the command system so you can decide which ships you want to order and order the crewmen/soldiers on said ship.
Now, good sir or madam, you might be pointing fingers at me and shouting at me in an accusatory tone "What do you even mean !?! Calradia is a large mainland with small amounts of sea surrounding it. Why would you even want to use ships in that situation?" Well, my friend this perfect transition into the next topic will explain exactly that
New World and Colonization
One thing I enjoyed about one of my favorites strategy games, Medieval 2 Total War, was the "reach America before Columbus" feature. It was interesting, however quite poorly implemented.
At a set date in the game timeline, new research will have found out that the world is round. While most of the lords and important of the time will dismiss it as ludicrous, you may choose to view other wise. A new unexplored area of map will open up covered in blackness and shrouded in fog. You will need a huge ship capable of braving the oceans and a crew of hardy seamen (hehe EU4) to explore these areas. You will come across, well, mostly wide swathes of oceans, but also tiny island formations, some with native inhabitants, and then you will eventually reach the mainland of the New World(which will be of roughly equal size to Calradia), which contains a new lush terrain and environment. There are factions here, inspired by Native and Mesoamerican cultures for you to conquer or ally with. You can also set up colonies, which require huge amounts of investment and are very risky, but will be necessary if you want to expand and prosper in this dangerous land. Ofcourse, making it to the New World will be no easy task. You have a vast amount of ocean to cover, and much of your crew will die to malnutrition and disease. When you finally land, you might find hostile natives in great numbers, wishing to eradicate your presence from their lands.
Soon word of your exploits will reach back to Calradia, and the lords and kings will hear of the tales of cities of gold and red men. They will send their own expedition parties and begin colonizing the new world. Colonial factions in the new world will be formed, and now, when the kings of Calradia go to war with eachother, so will the colonies. The colonies will be semi-independent factions on their own with a main lord governing over all of the colonies with the other lords having their own fiefs as usual, however they pay taxes to the mainland kingdoms and are ultimately subservient to them. A recruit in a colonial village will be different to that of a mainland village. He will be called a Colonial Recruit and his ultimate loyalties are to the colony and not the king (which becomes important later). The colonies can also form alliances with native tribes, so you can have a French-Indian War style conflict between colonial holdings as a result of mainland war.
Ships will become an important part of gameplay since kingdoms will need to send transport ships to pump manpower into the new world when their colonies are not self-sufficient, and a war between kingdoms will become as much a naval war as a land-based one. There will also be the aforementioned trade ships that you can use to transfer tariffs through from the New World using trade lines that will develop as colonies grow. Hostile navies can blockade trade lines and harass trade ships to block inflow of supplies to a colonial holding. Navies can also blockade city ports, which will effectively block out all inflow and outflow of supplies in the city and surrounding lands.
Now, what happens when the colonies begin gaining more sovereignty? If the mainland kingdoms tax their colonies too much, or do not send them enough supplies or just piss them off in some other way, the colonies get angry. Soon, small villages will start protesting, the protests will turn into small riots, small riots turn into larger riots, and larger riots turn into full armed rebellion and a revolutionary war is incited. Vassals and Soldiers that might have been loyal to the kingdoms will become disillusioned and might join the revolutionaries, and the other kingdoms might support the revolution to weaken their enemy. If the kingdom wins, things return to status quo for the time being, but if the revolutionaries are able to make their case and win the war, the territories they have occupied will turn into a new, fully sovereign "Revolutionary Kingdom" that functions independently of any mainland rulers. These events could happen to you as a king and you mistreat your colonies, or you could be the man who ignites the wildfire, leading your colonial allies into a new age of revolution and freedom (or so to speak)
That is all I have to say for now, I have some more crazy ideas, but these are the ones I can put in text for now
P.S some people probably wont like all this stuff so there should be an option if you want to disable the new world and stick to Calradia