Slitherine

Manual talks only about land units and how naval units can supply them. But how do they get supplied?
Sorry if its in and I missed it.

They are able to draw supply from friendly ports within the same seazone. If you need to maintain a consistent blockade against a coastal region away from your ports, you can split your fleet into 2 and rotate them each turn so one half is always in supply to recover from the attrition hits.

Thanks - will any port do or does it have to be a certain size?

any size, the key is to have sufficient surplus food/supply in the region

What this means for exploration missions that can be completed from sea zones is that your explorers should end a turn at your most forward port toward the destination. You can get pretty far and still return without losing actual ships, though they will be badly damaged.

for this, if you (perhaps unrealistically) use a large warship it should easily get to the target and back, since it can shed about 7 hits (between cohesion and outright losses), don't send light ships.

now if you have pirates, make sure you save a few as they are invaluable for these distant lands missions as they take no supply so therefore don't suffer losses for being anywhere on the map

Just noticed the supply overlay. There the sea is either red or blue, blue being supplied.
However I noticed that there are some blue regions which are neighboring owned provinces. But there is no harbour or the harbour exit is towards a different province. So they should not supply ships.
Is this a bug?

No you can resupply ships even in the absence of harbors.