Can a province be considered neighbor if divided by a sea

I believe Marrakech is the capital province. It's hard to see in your photo, but I think you will see a crown on top of a pole coming out of the map in that province -- that indicates it is a national capitol.

You would receive that province as part of a full annexation, but you can't just take the capital as if it were any other province.

I figured it out. The save game file has an object, like this:

active_war=
{
  name="Venetian Conquest of Lombardia"
  history=
  {
    # Lots of battles and stuff
  }
  original_attacker="VEN"
  original_defender="MLO"
  # Now comes the interesting part
  {
    type="take_claim"
    province=104
    casus_belli="cb_conquest"
  }

So what I did was simply to change the province number from the original one to the one I wanted to claim. For the sake of history, you could also change the name of the war to something like "Thermonuclear War of the Spaghettis", but that's entirely optional.

I guess you can also change the war type. The file "00_wargoal_types.txt" has a lot of info on the different war types, how much they are worth in prestige, badboy points etc.