There are several questions in this question.
I don't know if there is a specific term for these words. I'll say "region words" for now.
As for a list, I can add
The various definitions of these words tends to depend on which nation is using them. In Canada we have provinces and territories; they have different roles and their governments derive their authority from different sources.
Our provinces are similar to US states, but our constitution is very different and so the provinces have different rights and responsibilities than the states do.