Most changes to core game files require you to start a new campaign.
To make Cold One Knights bodyguards you need to change export_descr_unit.txt (give them the right flag & remove it from Black Guards) and also descr_strat (to change the starting bodyguard units).
To make Black Guard recruitable only in Naggarond, you'd need to:
- Add an extra hidden resource at the top of export_descr_buildings
- Add that resource to the right province in descr_regions
- Make that resource a requirement to train black guard in e_d_b
Also, in future, could you ask these questions on the Exilian? Makes my life easier if I only have to check the one forum