So, I have a few little suggestions. Maybe not so little.
Am I the only one that feels that corvettes are kinda superfluous? They don't really have any advantage over frigates, and are only slightly cheaper. There isn't even historical reason to include them, term corvette actually appears only in French navy in late 17th century and was, until 19th century, used only by French while other nations classified similar vessels as sloop-of-war. So I'd suggest merging sloop and corvette into one unit, called sloop (as short for sloop-of-war), with ~28-30 strength, 7 move, 1 cargo and high bonus when attacking pirate vessels (~25%). This will give them unique pirate hunting capabilities as they'll be able to recapture some cargo from pirates, but will still be vulnerable if caught on defensive.
Natives. They need a few thingies....
A coastal naval unit...probably named War Canoes (not sure if naval units can be represented graphically as a group like land units are). They should be able to access only coastal tiles or perhaps ~2-3 tiles off coast if it is possible, with ~10-15 strength so they can harrass light cargo ships and fishing boats. Main thing though, they must transport native units (2-4).
Events for natives, independent of any player-a merchant selling them guns and/or horses. So around mid and late game, they're more than just fodder.
Units: armoured brave-early units equipped with blades from europeans, strength between brave and armoured brave.
Native artillery-available only through King arming them to fight against you during WoI, or capturing some cannons from colony. Rare, weaker than colonial artillery units on account of inexperience and low training, but more resistant when defending in the open.
