Hold down the Ctrl key while making your shadow-loop and you select provinces 
VorlonFCW
Retired from Bytro staff as of November 30, 2020.
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I wanted to reccomend a little feature to help select various territories. You alrady have it to sweep over troops but clicking on every individual province to produce some militia can be a pain the butt as well. I was hoping a multi select tool for provinces would be nice as the select all tool for them won't work for my application as I most certainly won't be able to afford producing troops in every region but I have a lot of areas I can and it'll take me 20 minutes to do so.
Hold down the Ctrl key while making your shadow-loop and you select provinces 
..or collect required provinces with left mouse button and CTRL and then give a collective-order to build / produce / repair, this also works in the provinces list on the right side.
...or use the province list on the right side of your screen
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