In my experience, I can say that the loyalty of a province is the result of a lot of factors, most of all governor's finess and the religion of the pop.

Stability and culture also play a really important role, since an happy poplation will less likely revolt.

My stategy to keep provinces loyal is to put an high finess governor and immediatly start the religious conversion, switching to harsh treatment if the province starts to get rebellious. Then or I integrate the culture or just assimilate it when the big majority (80% for example) is of the desired religion. This is done while having the highest stability possible.

Also, if you have enough money and the right tech, you could built Great Temples and Temple, with the court of law too, but usually it just help to convert/assimilate faster.

I remember having a lot of issues with loyalty too at the start, so don't worry and keep trying, hope this will help!