Thanks a lot for your replies, they were most helpful! However, I'm not 100% sure I understood what you said here:
If I have understood you correctly, this means that if I created a unit which was only available as a mercenary and limited it to be "built" in a certain province, it would only show up as a recruitable mercenary (in an Inn etc.) in the relevant province... So I could create a "Mercenary Desert Archer" unit and restrict it to only be recruitable as a mercenary in the same provinces as regular Desert Archers, and it would NOT show up in Inns in Italy or France.
Would this be correct? Sorry to be so bothersome.

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