Why Can’t I build border Forts?
Follow these simple steps;
1. Unlock the ability in your military traditions.
2. You need an army in an uncolonized city.
3. That location must be next to a city you own.
4. That location must be in a PROVINCE that has zero other of your cities.
5. Only if all of the above, can you click a button on your army menu to build the border fort.
So essentially, it is one “free” colony per province.