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The game has culture 'Tags' and you can only use these. You can change the name of them for the game (so French you could change the name to Occitan) but it only has that name in the actual game. You can not make new ones, making you stick with the ones you have.
 
You can use existing unused ones.

In the Config directory (starting from your Europa universalis folder) open the text.csv file in notepad.
Scroll down until you come to the culture section.

There you can change a native one, like Patagonian from this:
Code:
CULTURE_PATAGONIAN;patagonian;;;;;;;;;;1698
to this:
Code:
CULTURE_PATAGONIAN;Myculture;;;;;;;;;;1698

The tag is Patagonian, that's what you have to use in scenario/event etc. files.
Myculture will be shown ingame.