you need to keep the paint menu for the value you're trying to edit and be in the MM (Map Mode) of said value, in this case it's the country menu and map mode and you start of in the country map mode when starting paintmode,

if that's not the issue it might be that the hit box of that specific province is a bit weird (the game got 3k+ provinces so most hit boxes are automatic except like 200 of them that i have edited manually to work better)

You can go around weird hitboxes by increasing the brush size to 2 as brushsize 1 only paints the province of the hitbox you click on while brush size 2 paints all provinces that has their hitbox within a sphere shape around the mouse

this is just the 2 most common issues when people have this problem, if neither of this fixes it / is the problem please inform me more specifically what the issue might be so i can try to help you ^^