Yes and no. As for your hypothetical example of an order owning say southern Iberia (Andalusia in CK2 if I'm not mistaken) this did in fact happen. The greatest example would be the Teutonic Order which at it's apex controlled significant lands in the Baltic and pursued wars against not only pagan Lithuanians but also came into conflict with Christian Poland. Other examples include the Knights Hospitaller (Order of St. John) who owned Rhodes and later Malta (after losing Rhodes to the Ottomans). The Knights Templar owned Cyprus for a time as well. I suppose these are some of the best examples of "Holy Order States". In my opinion, the real area of success that the orders had were donations from the nobility and from the Church in the forms of lands and wealth. These donations would span across Europe so that these orders became examples of Pan European entities. To provide an example, you could deposit "x" amount of wealth in a Templar priory in France and receive a certificate. You would then reach Jerusalem, provide your certificate and receive the goods of equal value there. The orders had significant business interests and financial infrastructures along with their military arm. While controlling duchies and kingdoms looks cool in game, I would argue that their smaller holdings that dotted Europe and the wealth they accumulated were just as important factors in their influence.