From Europa Universalis 4 Wiki
- New diplomatic options: let the world know what you think of your neighbours by setting a public attitude to foreign powers.
- Tell the world what you want: designate neighbouring provinces as "places of interest", build trust with other nations, and entice allies with the promise of land for their support.
- Tengri: Tengrism is now a syncretic faith, allowing it to tolerate certain secondary religions as if it were a national faith.
- Horde unity and razing: nomadic nations now must pay attention to the horde unity of their tribes – a unity that can only be maintained by the occasional pillaging.
- Improved culture changes: you can now restore a previous culture to a converted province, or convert a province you hold to a culture that is not your own.
- Native policies: set your policy for colonial encounters with natives. Are you focused on quick subjugation, peaceful growth or trading advantages?
- Improved espionage: new spy actions allow you to study the technology of more advanced countries and prod your rivals' subjects towards independence.
- New diplomatic feedback: select provinces of interest, manage opinions, and a new trust and favors mechanic.
- An internal politics system called Estates which brings more risk and reward to country management
- Nations can threaten war to demand provinces without going to war.
- Revanchism: allowing a nation to survive a loss and live to fight another day
- A random New World update: requires Conquest of Paradise
- Updated nation designer
- Victory cards: another way to gain score in a multiplayer game
- New areas and regions which give a better naming scheme for conquered lands
- A Leaderboard which records top Ironman scores of players from around the world. (Must be logged into Paradox account to use.)
- New colonial trade goods system that shows player chances of discovering specific goods in uncolonized provinces.
- Cultural unions have been reworked.
A list of the developer diaries for The Cossacks can be found here.