I had this same problem after killing a sovereign. The dead sovereign's cities disappeared, but one unit of his that wasn't killable was left on the map just like this. I could move over it, but not attack it.

Same problem, after killing a sovereign, their old units remain in place and can't be attacked. The spiders are a little stranger.. every time I move onto one, I attack it, but when they move onto me they only 'sometimes' attack. That is, I've had them attack my sovereign sometimes, and at other times they move right through him without initiating combat, or even end their turn on top of him without attacking. But I haven't (yet) seen a spider get bugged so that it can't be attacked, not like the leftover units of a dead sovereign.

Had the same problem with leftover troops of a dead Sovereign. Even build a city in the same square.