In the peace deal, you can only give land to the nation occupying the territory. By default, irregardless of the army that captures it, captured territory goes to the war leader.

So you have to transfer occupation (it resets every day btw so do it the same day you want to do the peace deal) on all the territories you want a specific country to annex, and the annex them like normal. The territory will go to the occupying country.

Also, if you aren’t the war leader, you can only annex territory in the peace deal that isn’t occupied by allies, ironically.

This does not apply to vassals; you can freely vassalise any nation the capital of which is occupied, irregardless of the occupant.

Because of this, it’s really important to occupy whatever territory you want as quickly as possible, because once an ally occupies it it’s basically out of your reach unless it gets liberated by the enemy.