There is so much that is not documented on ETW I thought I'd start a thread. I'm not looking for a bug list (but feel free to list them) as anyone can google bugs but I'm looking for "I didn't know that!" type of tips in the game. Put the obvious and not so obvious one's and even questions if you like :-
Naval
I captured 8 trade ships in one battle. I did NOT get to keep those ships but I got 4000 coin at the end of the round.
A captured ship never says captured. It just surrenders and ceases to be a factor for the rest of the game.
You can't rescue drowned sailors.
I have placed a large navy on an enemy trade route and I'm unsure if I'm getting funds from that. When I mouse over the route the trade for the enemy nation remains the same. When a pirate blockades my route then the trade I get says zero. This is inconsistent and not sure if that's a bug.
Demasted ships can still turn and bring weapons to bear very slowly.
If you click your ship and tell it to attack another ship the AI will set a direct path even if it is dead into the wind. You will surely lose your ships. Its painful but I set my path for every ship so that it is not into the wind and sets up a broadside to the enemy.
When vastly outnumbered get all your ships to use chainshot on just one or two enemy ships. Chain shot will demast and neutralise the enemy ship. You can then work on the rest of the fleet and pick off the stranded ships one at a time when the battle is mostly over.
Land
If deploying stakes your own horses and those of your allies (multi-player) will not be harmed by them. The enemy AI will charge right into them as though they were hidden.
If you have your units shoot through friendly units they will TK your own men, including artillery! If you have a unit behind another unit as reserve then turn off "fire at will" otherwise you'll be shooting up your front line units. If you are positioned on a hill you might be lucky enough to get away with this.
Grenadiers are uber fun.

You can toggle on their grenades which has a much shorter range than gunfire so it may appear they are doing nothing. When a unit comes in range they will pepper the target and do awesome damage. Even a slow moving unit will dodge most grenades so don't hit grenade until the enemy unit is stationary. The grenade button will toggle off automatically so remember to turn it on each time.
Strategy
Land armies can "repair" to full strength while moving on the campaign map.
Repairing land armies weakens their experience but is necessary.
If an army stays stationary on the campaign map for two turns it can dig in and have fortifications available to it on the battle map.
When you open your techtree mid/late game be aware you might have more than 3 schools available for research. Use the arrow scrolly thing at the top to see more than the first three schools.
Some armies can't cross some sea bridges for some reason. I assume that's a bug.
When an ally goes to war and you're offered the choice to war or not, declining to go to war seems to have minimal impact.