You need to set the governor for the planet in question.  You can do this from the planetary details screen, or, moderately more conveniently, by using Ctrl + P when you have said planet selected.

Although the shortcut works when in the colony list, the window, at last check, popped up underneath the list, making it about useless.  You should however be able to use it from the planet list via F1 or thereabouts.

"new" and "all" are equivalent to your build queue when you're in a planet screen; they have nothing to do with what planets it applies to.  You may also be neglecting to save your governor, but that much I would doubt.

No such luck.

The difference is in the improvement list shown for you to build-new shows your current tech level, while all shows everything.  The new/all improvement system was an update that came with DA-I don't understand how you could have missed this.

Yeah it would honestly make more sense for the different planetary governors to be available as a tab on the buildings list, since they build whole groups of buildings.  But I put that suggestions forward too late in the beta.

Been playing v1.2 till I upgraded with both DA and ToA yesterday. Found out today I can screw the game by deleting a governor without removing it from all planets. Problem is, game don't crash 'till you attempt to save, at which point I lost everything. Where do I report this error to have it addressed in possible future updates???

Also, why don't this thread appear when I search the forums for "Governor"???