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The answer is in Magna Terra, it has 11 new culture groups. Isn't it enough to add a new culture group to cultures.txt, localisation and to add subculture for province and country?
 
Have also found that existing subcultures can be moved around to other culture groups, but apparently can't be moved to new culture groups. Just in case this helps anyone else :)
 
Really? Considering the one new culture group I do have in my mod contains numidian (which is certainly not a culture I created, but one I moved from a previously existing culture group) I have to say you probably made some minor mistake or something.
 
Odd. I tested it with the Macedonian subculture: I first tried to put it in a completely new culture group (a duplicate of the Hellenic culture group with a different name), but that didn't work. Putting it into an existing culture group (Latin) worked fine. Creating a new culture group (still the same duplicated Hellenic culture group) and adding a new subculture worked fine as well.

Will have to do more tests when I get the time. I think you're right, I must have been doing something wrong.