Been trying to figure this one out for years
I want to create what we have in Rugby i.e. four Welsh Regions, four Irish regions and four (albeit fictional) Scottish regions. Managed to get a few done with varying results, however without a local domestic cup competion the season falls short on a count of lack of games played (maxed out at 24 including championship play-off) The way I see it, there are 2 options:-
Option #1 - Use one of the nation rules for all nations. Create the leagues you want and transfer all the teams into the leagues created.
IMPORTANT: When you transfer/create the team you want you must then edit there details to reflect the nation they represent but also the nation they play in e.g. Swansea City's nation is England, because they play in the English league system, but their based nation is Wales, because they are a Welsh club. Also, there continental cup nation must be the nation they play in (i.e. England) not the nation they represent. This way when it comes to qualification for Europe, it will only take into consideration the teams playing in the top level league and not each individual team represented by a different nationality. You can then customise your league (sub rules, tv money, disciplinary action, transfer rules etc) using the advanced editor and you're on your way.
Option #2 - Now this one is slightly more tricky. Edit each individual nation rules, merging database changes for each nation (still with separate save files mind you). That way if you ever wish to add your own custom logo's for each tournament, or make modifications in any way, each database change will have it's own unique id number. e.g. if you create a new competition in Wales it will be automatically be given the next available unique id number. However, if you then load up Scotland and create a new competition there, that competition will be give the same unique id as the first one you did in Wales. Merging the databases simply merges all of the changed you've made into one file, giving them all separate unique id's. Once you have each nation's league structure the way you want it, go to
Add Club Continental Rules. This allows you to create a new European competition. By doing this you can create a so-called 'Celtic League', by allowing the top 4 or 5 say in each national league to qualify for this tournament. Granted they will still be playing in there own domestic competition as well as the Celtic League, through careful editing of the dates the competition runs for they can run parallel with each other much like 'Super Rugby' does in rugby union.
I'm currently experimenting with idea of having secondary divisions worked into the mix as well, but these two have proven to be the most successful. Sorry for the long-winded reply but i hope this helps or at leasts gets you started onto something good