As Ireland I have moved my capital to North America. There is a colonial nation created by Scotland (Scottish California). Will annexing Scotland result in owning a colony on the same continent as my capital? Or will the territories of Scottish California be annexed? => I will have to core them.
I'm fairly sure you'll get the CN. Which is just as well - they can colonize for you to better shut off NA from those pesky spaniards. Eventually, once you're far, far bigger then they are, as long as you followed a policy of taxing the hell out of them (raising tariffs in events), you'll be able to give them independence and conquer them.