I always thought that if a neutral province was discovered but unoccupied you can send a colonist or trader there. Yesterday playing as Russia in a GC I sent one of my hard to come by explorers on a hike through most of Siberia uncovering neutral provinces and killing natives along the way. When I finally got one of my equally hard-to-come by colonists I thought I would colonize one of these new-found provinces that had gold. However I wasn't able to send a colonist there. I had more than 700 Ds available so it wasn't a money issue. Can't you send a colonist to any available neutral province that you can see???