The reason you cannot train some units or build some buildings is that sometimes your faction(or religion) does not have permission to.
There are 2 text files in the MTW folder named Crusader_unit_prod11(soldiers,agents,ships) and Crusader_build_prod13(buildings).These 2 files are filled with all the info and stats on the buildings and units and the requirements for producing them.Download the GNOME_EDITOR from the ORG file section to edit these files if you wish.PLEASE make back-up copies of the files first and be very careful because even a small mistake will cause the game to either not load or to crash even if it does.
IF THIS HAPPENS simply copy and paste the original files back into the MTW folder.

Hope that was of help.