Yes, our API does return province and UK county names where available.
In UK, since the postcodes were fully implemented, the Royal Mail have stopped supporting counties and they are no longer required as part of a postal address. There is no central authority in the UK to define a single set of counties and their boundaries. There are at least three different sets of county names in circulation :
Former Postal - as used by Royal Mail in the past for mail delivery purposes
Traditional - the "real" county names going back in history
Administrative - this includes unitary authorities
More information about the confusion around county names in the UK can be found on Wikipedia.
The county name is not needed as part of an address in the UK for postal needs and Royal Mail sorting machines would ignore it anyway. However, our system does provide a choice of traditional and former postal county names for customers who do require this data.