The straight of Gibraltar is considered a sea-blocker of sorts in Pike and Musket. You cannot link a navy directly from Gibraltar to the Atlantic for the purposes of invasion or trade, though you can ultimately fill all the correct lanes. This was done to prevent any one faction from become so ungodly rich they could practically buy their way to victory, as well as putting a stop to the Danes invading Egypt directly. You also cannot use Gibraltar as a land-bridge; that has indeed been removed. Only factions from the south and east of the straight can put a ship in the straight, though they can go no further than that. Assuming you are linking ships on your eastern front, what you should do is link ships to the eastern Atlantic(the big sea zone that serves little purpose in regular MTW) and put another ship on the coast of Africa. This should enable an invasion of Morocco. Or, you could build ships from the east and link from Valencia down the straight, and launch an invasion from your eastern seaborde. Lastly, make sure there isn't a large rebel fleet standing in the way. Its entirely possible you haven't ever yet declared war on the rebels, and the rebel fleets don't feel comfortable attacking yours, though they do still impede any naval invasions of rebel provinces.
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