Let me say one thing first: I really don't understand the purpose of a province called "Szatmar" (Satu Mare), since the town and the region around it that bears this name are both a PART of Maramures, and have always been. I would get rid of that one to make way for Crisana, which simply makes a lot more sense.
Having Maramures and Satu Mare separated seems simply illogical to me, as one is part of the other.
The states I have are as follows:
Wallachia
Oltenia
Bessarabia
Budjak
Maramures
Banat
Just wanted to say that it's incorrect to call Wallachia's capital province "Wallachia". It was always called "Muntenia". Wallachia is only an exonym that was used for the whole voivodship (Wallachia + Oltenia + sometimes Dobrogea), not for its main province.
I'm planning on naming Romanian Silistria simply Silistria, and Bulgarian one Dobruja.

It makes a lot more sense exactly the other way around... The Bulgarian one was called Silistria, the Romanian one Dobrogea.
I have Szatmar and Szolnok as Hungarian provinces, but I will try to squeeze in Crisana.
I will try to squeeze Moldova in between Bessarabia and Transylvania.
During the whole course of history that this game encompasses, Moldova was actually by far the more important one of the two. Basarabia got to be somewhat more important only after the break-up of the Soviet Union, as it became an independent country (known today as the Republic of Moldova, which of course is completely confusing for someone who isn't very familiar with the history of the region). Between Moldova and Basarabia, I'd choose having Moldova represented in the game any day of the week.
Transylvania in game is portrayed with Hungarian culture. Is this correct in the 1400's?
I'm not entirely sure what the concept of "culture" is supposed to mean.
But here are some facts, to help you take an informed decision:
- Transylvania never had, over the course of history, a Hungarian majority population (unless you believe in lunatic theories like Rossler's theory of migration, which not many people do, nowadays - and even according to those weirdo ideas the Hungarians were not a majority in the 15th century).
- However, until very recently (early 19th century), Romanians were not allowed to live inside the cities, in Transylvania, being only considered a "tolerated" population, in spite of the fact that they were a majority. Therefore, the whole urban population and nobility was either Hungarian, German, or Austrian.
Therefore, Romanians made up the bulk of the population, but didn't contribute too much to the cultural life until later, when they were granted more rights. I personally find it strange that the majority population is not the same as the "culture" of the province, which makes way for some really unusual things, like having a higher risk of rebellion when it belongs to Wallachia/Moldova than when it belongs to Hungary. That's funny, as the history of Transylvania is full of events started by Romanians in order to emancipate themselves. However, in the same time, because it was a part of the Kingdom of Hungary (and later the Austro-Hungarian Empire), Translyvania did have access to better technology and weapons, which goes well with the idea that the military they can produce in-game is better than that of Wallachia or Moldova.
I would personally change it, but it's up to you.
A much stranger part however is the religion. I really cannot understand why the religion in Transylvania is "catholic" in EU3. The fact that Catholicism (together with 2 forms of Protestantism) was the state religion in Transylvania, and that the majority of the population DID NOT follow this religion, was one of the major causes why the province changed hands, and doesn't belong to Hungary any more! I really don't know what you want to do about the culture, but the province should definitely have "Catholic" as state religion and "Orthodox" as majority religion. Just like it is in many Polish-controlled (=Catholic) regions, that are majority Orthodox, which is quite common for the easternmost provinces of Lithuania, right? Same goes for Banat, where the Orthodox presence was even higher (close to 90%), with both Romanians and Serbs being orthodox.
Again, I don't know what you want to do with the culture, but it should definitely be an Orthodox province with a Catholic state religion.
Also, is there any way you can split Transylvania?
There are a million ways.
The German name Siebenbürgen (7 castles) comes exactly from the fact that there were, at one point, 7 castles of local importance administering various regions of the province. The problem is that if you want to go one level lower than one big Transylvania, you have to split it in at least 3 parts (Brasov, Alba, Cluj might work, although this classification disregards the existence of other important places like Sibiu). So I'm not sure how to do it without going at a microscopic level. Splitting it in 3-4 might work, but then you'd have so many small provinces. It's up to you.
I can give you a map of how Romania looks like currently for you to draw borders if you would like?
Certainly, but if you want to split Transylvania you should tell me in how many parts you want it divided.

Approximately, of course.