I am able to duplicate my sovereign by doing the following:
- Build a city near (or right next to) a spider web
- Move your sovereign into the city
- Build buildings in the city to make the city cover multiple tiles.
- Wait until a spider moves onto one of the city tiles
- Select your city, then highlight your sovereign. (Do not have him to exit the city.)
- Right click on the spider to have the sovereign attack it.
Assuming you win the battle, you will see TWO icons for your sovereign in the city. I'm only able to get one version of the sovereign to leave the city, so I can't have two sovereigns conquering the countryside. Unfortunately, I've had trouble getting a screenshot due to being unable to Alt-tab. Also, I don't know if you can get three or four instances of the sovereign, but it seems like it might be possible.