You can't actually colonize ruined provinces because there is no way to actually end the war of colonization by enforcing your demands. You can colonize Dothraki provinces, since they have fort levels that can actually be sieged, but the colonization events make little sense with them, and you won't always end up with the province you meant to colonize if you target a horde with several provinces. There should probably also be a range limit of some kind on which provinces you can colonize, so you can't freely colonize Vas Dothrak, for example.