Convert "Never fully converted" provinces
Solution 1:
For provinces controlled by the Dhimmi, simply remove the Dhimmi estate from the province. This will anger the Dhimmi and create revolt-risk in the province, but that'll go down eventually.
Zeal is even easier: just wait. Religious Zeal is a province modifier that occurs when a province has recently been converted, and goes away after 30 years.
Edit: Screenshot grabbed from Google. I haven't played in a while, but when I last played the building interface looked like this.
If you click on the icon square (next to where it says nobility, in this case), you can change which estate controls the province. It can be accessed by clicking the build tab hanging off of the right side of the province interface, seen below: