That's quite a collection you've managed.

Alright, I'll take it one step at a time, so I checked out one nation, the Dunmer. I'll try a little play-by-play / critique of how that worked out. (I'm not going to be pulling any punches, so I hope you don't get offended by anything I say, I mean it with respect and the hope that my critique may help broaden your view, and possibly improve the balance and flow of the mod, or at least consider design alternatives in any future mods.)
Pregame:
W10 Dom4 Blue Dragon with good scales. Cradle of Dominions NI Map. High Indeps, Low Gold/Resources. 7 AI's.
Turn 1 Observations:
As soon as I try my first turn, I'm overwhelmed. There are close to 30 (!) recruitable units and commanders. My first thought was woah, and then my next thought was with so many units, it's going to be all over the place. I proceeded to examine each unit carefully. Surprise, it's the opposite of my first impression. It's not all over the place at all, in fact, most of the units are almost identical versions of each other. I'm not talking about the graphics, which are actually nice and feel appropriate. I mean the stats, equipment, and uses. Pretty much most of the units are just heavy infantry. There's little reason to pick more than one houses' guard, probably favoring Redoran, with possibly some Telvani if I'm fighting C'tis. As for the two sacred units, they're practically identical. Only real difference is that for the second one you pay 5 more gold, but get 1 more morale, 1 higher attack, and 1 more damage with it's weapon.
Then the commanders, we have a similar situation. There are 4 house captains and a Redoran lord. The lord likely fits the bill for all command jobs because of the high leadership and the other house captains (with the exception of Telvanni) will probably be never used. Then you have 4 mages on a spectrum of strength. There is sufficient variety from the first to the second, but why pick either when the third is actually a better researcher per gold than the first two, and can do everything the first two can do as well. Then the priests, exactly 3 priests, each one practically the same except for their holy power; 1, 2, 3, respectively.
We come up again on the two sacred commanders, which have a similar issue as the two sacred units.
Next we have the scout and the assassin. 12 gold for each? That's the cheapest scout and assassin I've ever seen. Something more like 20 & 40 would be more appropriate. We also have the Royal Guard unit/commander. Capital only heavy infantry? Why? It has similar stats as all the other heavy infantry, and fits the same role.
Also, the fort is a great city, which may be the best possible capital fort (60 admin.) and there are 6 gems in the starting sites (as opposed to the usual 5 for medium era), and together that's probably rather strong in terms of balance.
Turns 2-15 Observations:
Used mostly archers and Redoran guards for expansion, and lots of Telvanni mouths and lords kept me up with research and some early forging and sitesearching. The units I used seem pretty balanced to me. Since fire/air/astral leads to a lot of offensive battlemagic, two Telvanni lords supporting the main army were quite effective.
Overall the heavy infantry makes it play in a style similar to Ulm, which IMO isn't a bad thing, and the different magic should make for a sufficiently different mid/end game. For anyone on the fence as to whether to try it or not, I'd say give it a shot.
Reading through the .dm file:
I noticed you assigned a UW and DEEP fort. I've never seen that before in a land oriented nation mod, and it may activate forts for them in those areas. Which you probably could build using a Telvanni Captain. I'm pretty sure that's undesired behavior, otherwise it seems somewhat unbalanced.
Three Immortal heroes with other good abilities also seems overly strong in terms of balance, though I understand that thematically they're 'living gods'.
Suggestions:
There are a few things which need to be shifted down in terms of balance (like gem income or the heroes), but otherwise that's fine.
I realize that you were trying to maintain consistency with the source and have the full range of potential Dunmer units and characters, but much like a large shrub I feel it could use a trim, and a few units removed and a few altered. Just a lot of units have similar stats, cost, and functionality. More specifically, the hlaalu/redoran guards should be more different, or one of them removed. The three types of sacreds could probably be trimmed down to one. The captains could be trimmed down from 4 to 2. The three priests could probably be trimmed to two. The scout could be removed (The assassin more than makes up for scouting needs, and outside of No Indep mods, national scouts are rather unnecessary). The 4 mages could be trimmed to 3 (and the stronger ones should have a higher research per gold cost in comparison to the weaker ones to promote the weak mage use as a researcher, since the stronger one will be more useful in terms of battles/rituals/forging.). The two sacred commanders could be trimmed down to 1. The Royal guard could be removed as well (since it adds little outside RPG elements to the nation IMHO). That would remove about 10 units, bringing it to a more cohesive 18, though 20 seems good too. (Generally a good way of figuring it out is if by the end of the game, you haven't used more than half the units available, then there probably are too many.)
I realize reading this sort of advice after you've already spent the time and effort to make sprites for all those units, is somewhat unpleasant, but you wanted to hear suggestions/criticisms so that's what I did. Perhaps a trimmed version of the .dm file could be released for improved gameflow / vanilla balance, and the full version could remain for those players who prefer the RPG side of the game.
Edit:
Sombre's suggestion in the following post is good too.