Conquer Club

could be written bonuses direct to map? so not in the legend but under name of region. as example:

FINLAND
-1 each round

Oneyed

If it is clear, readable, noticeable and it doesn't make the map too confusing there's nothing wrong in doing that.
Usually people use the legend to not have to repeat the same text in various points of the map, for example if you have a map with capitals, where they give a +1 each turn, it is simpler to write it into the legend once than write the +1 next to each capital...
As said it depends, but there're no rules against it.

Nobodies

no, not enough space