If you select an already-searched province, there should be some colored boxes with numbers inside them below the PD listing. The color represents the path, (if you're not quite sure which color means what, hover your mouse over the suspect box) and the number the level.
Or you could hit F1.
Oh, yes, and until someone makes a save feature, (Though it's unlikely) you can make a copy of the game file (look in C:\Program Files\dominions3\savedgames) and paste it elsewhere, then paste it back where it belongs to 'reload' the file. Not the most user-friendly thing in the world, but it works nonetheless.