You are aware what can of worms you are opening here? Because that split in your screenshot is utterly anachronistic, really bad, and completely unrealistic. It's obviously based on the current border which firstly to a very large degree is a result of events happening after the game's time frame---and in any case something completely unfitting for by far most of the game's time frame. Plus it could well have been different in 1920 when it was divided. And it e.g. puts Flensborg in the southern half which is bad, since it was one of the largest bastions of Danishness once the southern half started to stop being Danish language in the 1800s (culture wise it's pretty much still the old Southern Jutlandic, and hence Danish, culture to this day).
There is a very good reason that I did not propose any province additions to Denmark which involved splitting Slesvig, when I made my suggestions thread about adding more provinces. And that reason is that Slesvig is a border gore par excellance. You will not be able to make any reasonable provinces which aren't completely artificial and horrible.
Now you could decide to split it in three and follow this map, since that's actual divisions. And they would be good for CKII (should you want to divide Slesvig there), because it's medieval divisions, but they are horrible for the game's time frame and just gets worse and worse as time progresses. So you can't really use them. Also note the peninsula called Svans on the bottom right of the map; I'll get back to it later, so use this chance to note where it's positioned.
Now lets use the administrative divisions which existed in the EU4 time frame you might say. Well here you have the shires of Slesvig with the counties seen by the numbering. E.g. all the shires starting with 1 belonged to Haderslev county. You can't just divide by counties though, but will need to rather use shire boundaries. And even then you probably need to cut some of them. See how we already are getting into border gore trouble?
Here's how I'd divive Slesvig in two if the shires are used as a base. Though it's rough and more shires should probably be divided to better follow the local boundaries between where people interacted with each other. And to be frank 3a, the entirety of 3c and 3d, plus the eastern half of 7e probably should be made part of the eastern, main half. The reason for the split is taken to mainly split at the marshes with the Frisian populations and then starting to move west when you get to the old language border which existed between ~1100 and ~1850. Svans used to be fully Danish too, but already changed to German language in the 1400s, which is why I didn't incorporate it in the main part.
Is this really something you want? Because I don't. And this was even quite coarse and not that realistic, but probably the best way to split it in two.
Now we get to the historically correct split. But that is border gore par excellance, and even that isn't the full truth, since the map is general and not in full detail. In the 1500s Slesvig and Holstein were split between the king's three sons. The oldest and hence the future king got a part, and the two others get a part each. One branch died out in the late 1500s and the two other branches (royal and ducal) administered those lands in unison. Now the ducal branch had a fallout with the king in the 1600s and sided with the Swedes which led the Swedes to demand the ducal lands independent in 1658. They remained independent until 1773 due to first being closely related to Sweden and then Russia. In the end the ducal lands were traded with Russia for Oldenburg. The ducal lands were called Slesvig-Holstein-Gottorp.
Anyway we are entering utter mess here. The below map is from 1650 and hence from back when the ducal lands still were a vassal of the king. Yellow is ducal lands, orange is royal lands, and fainth orange the jointly administered lands. The other colours are other vassals, except puke green being Hamburg/Lübeck. Green (bishopric Lübeck) might not have been a vassal either; don't know. As you can see we are in for a ride to border gore land.
Now when the ducal lands went independent in 1658 the commonly administered lands were divided between them (or at least that's how they always are shown on maps). Also since the ducal lands had significant holdings in Holstein too, and those were the ones lasting to 1773, Holstein would have to be split too. The ducal lands in Slesvig were retaken by Denmark when the Great Northern War ended in 1721.
So the way I'd split Slesvig and Holstein, were I forced to make a split (as mentioned I prefer them not split due to the gore), would be the below mess. That'd be historically correct and the only proper way to split it. And having the provinces discontinuous is historical and needed for correctness. Though you could have Slesvig split in 4 and Holstein in 3 to avoid the discontinuousness, but that way be way too many provinces for Slesvig and Holstein so that most certainly shouldn't happen.
Now the green area is the royal part of Slesvig; the red is the royal part of Holstein. Those two provinces would be owned by the Slesvig tag in 1444. Pink is the ducal lands in Slesvig and yellow the ducal lands in Holstein. Those would be owned by a new tag, the Slesvig-Holstein-Gottorp tag, which technically should be a vassal of the current Slesvig tag, but mechanics and game play wise probably should be made a Danish tag instead. For the game files it'd be independent from 1658 to 1773, disappearing after 1773, and the pink province would be taken by Denmark in 1721.
Do you now see why Slesvig is best left undivided and alone? Because you can't start looking at dividing it without running into all this border gore and hard to click provinces. Now I'm one of the people who can live with (and in fact don't have a problem with) border gore and hard to click provinces and you might be too, but those discontinuous provinces would have loads of contact points and there is something about that being bad coding wise leading to slowdown. And I most certainly don't want Slesvig divided at the cost of a small slowdown.
Now having Slesvig-Holstein-Gottorp in game would be awesome, and like Ditmarsken it was something giving us headaches for a long time, but it just isn't really feasible province border wise and would lead to utter border gore and discontinuous provinces---or 4 provinces in Slesvig and 3 in Holstein. Both being bad options.
Hence Slesvig should remain undivided; that can of worms should be left unopened. If you want to add more provinces to Denmark, and I can't see arguing for splitting Slesvig if not to add provinces to Denmark, then there are still plenty of places where a new province would make good sense. And where you don't have the utter mess that Slesvig is.
