Mauretania was fine for me, but Numidia is a flood of CTDs.
I can confirm the "phantom Roman armies" bug. In my AAR I sent Lucullus to lead an army that had appeared by script and al of a sudden it disappeared. I also can confirm a phantom cities bug in Iberia. I conquered Segovia but all of a sudden it dissappeared and couldn't select it.
However I did find the solution. What you do is train a crappy levy unit and send it nearby the phantom object. Once thephantom comes in view, you can select it now, but if it gets out of sight of your levy unit it will turn phantom again.