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You may only build tribal holdings in formerly nomadic or feudal provinces and it does not have any prerequisite, however in the case of feudal provinces you won't benefit much as feudal vassals don't provide much and the tribal holding won't produce much due to the low amount of empty holding slots.
I've attached a screenshot to the original post, which i hope will help. Is the problem that the "county capitol" is a tribal holding already? It probably seems a stupid question, I have only now considered that it may be a holding its self.
Temples aren't exactly terrible as they give you access to more passive gold than your tribes will normally provide, but gold is also less valuable for tribals as most of their stuff is paid for in prestige (and you get stupid amounts of it easily from raiding).
basically unless the province is a holy-site for your religion (which gets bonus moral authority for having a temple holding of your religion there) you generally want to avoid building any temples.
Existing ones are fine to leave since unlike Nomads, burning down all the sub-holdings as Tribal doesn't remove all revolt-risk and you'll have 50 years of constant massive revolts from that province.