I've encountered a version of a disappearing city and sovereign as well: my sovereign and his stack tried to attack from a city into another city which contained the AI sovereign (aside: the AI built a cluster of three cities on three neighbouring tiles, which doesn't look very clever). Each unit jumped out and attacked individually, which was mildly devastating and also quite annoying. In the end, I recovered 4 of my 9 units in the stack: they could leave the city. My sovereign wasn't one of them.
When I clicked on my sovereign's portrait after the battle, it centred on the last city I attacked. But no units were in that city. He was there, but not there.