Okay, so Abysannia is an April Fools content, meaning that it was only there for a limited time. However, it is still possible to enable it when you start a new game. (As it is not enabled from default). The way to do this is when you decide the difficulty (right before starting the game), you can choose custom game rules. In there, at the very bottom is the 'game setup' where you can choose to activate certain past events (that are currently not active). The one you want is Katzenreich and activated 'the cat from outer space'. Then choose kingdom of abysynia as your starting country. Everything should work propoerly from then. On later playthroughs you can activate other events, a lot of them are fun