Well, hp counts are updated later. Sadly I do not know the exact mechanics.
I think it was something at the start of the turn. For hp effects assume the unit fights in the province he/she was in last turn.
Of course this only applies for HP iirc. Not for other dominion related effects, morale, prophet bonuses.
Also, there is one exception to this rule. The golem cult and unhealing units:
http://dom3.servegame.com/wiki/Golem_Cult#Golem_Cult
Yeah, this game can be a bit confusing.