I just play a quick Turk campaign in Late. I can confirm that Ottoman Sipahi only gets the province bonus in Edessa. NO BONUS IN RUM.

In Rum with Hourse Breeder Guild, unit has 0 valour.

In Edessa with Master Horse Breedeer, unit has 2 valours (1 from Master Horse Breeder, 1 from Province advantage)

I'll put a screen shot here when I get my Pagebuilder running again. I need to install Java.

Here is the screen shot. Unit on the left is from Rum. Unit on the right is from Edessa