The complete list of empire rank countries

It sounds like your coalition partners opted out of allowing the coalition leader to negotiate for them. Which would result in what you describe. Not being able to cede fellow coalition members provinces etc.

This bit me when I did the opposite and forgot to untick the 'leader can negotiate for us' tick box. I got pulled into a war by Scotland when I was Ireland and Scotland ceded Meath to England in a peace deal before I could get my armies in a position to help.

The following is a fairly good description of coalition mechanics when at war.

Taken from the EU4 wiki -

Coalitions in war

• The coalition call-to-arms is an automatic one and will result in all members with or without a truce with the target and not currently at war with another coalition member instantly being part of the war. There is no option to decline.
• Each coalition has a war leader. If the coalition is attacking, the war leader is the country that declared war. If the coalition is defending, the war leader is the most powerful nation in the coalition (determined how?)
• The war leader always negotiates for the entire coalition; unlike alliances, countries in a coalition cannot make a separate peace. This means that if countries opt out of allowing the leader of a coalition to negotiate for them they will not be a way to gain provinces from them in that specific war.
• Occupying all of the provinces of a member of a coalition will allow a country to ask for that member as a vassal in the peace deal.
• War leaders may call non-coalition allies into the war, but these allies are not bound by the coalition rules - they may decline the call, and can sign a separate peace with the enemy.

I ran into this problem as well a few days back when I was trying to find out why it was so hard for me to annex an enemy.

As usual, the ledger holds the answers.

First off, you can easily check if your opponent really has more provinces than you thought in the Number of Provinces page in the ledger. Just deselect everything and select only the target country:

Unfortunately, this wont show you where those provinces are located.

After some searching I noticed that this info can be found in the Goods Locations page in the ledger, which has the main purpose of showing you where to find certain trade goods:

By clicking on the Country header you can sort by country alphabetical. From there it should be easy for you to scroll to the country you search for.

However, if a province is within Terra Incognita (you haven't discovered it yet), it will only show as ??? and you will not be able to conquer it until discovery.