Same here, the interesting thing is that in another game im playing I caught another army inside my borders inside the same spot, as if they wandered to the same place again.

My own sovereign got caught in enemy territory, due to the fact that the witches huts in wild goose chase create a bubble of your influence around them, and wouldn't properly get expelled. I brought up the dialog that ends with I'll leave your lands in peace several times, before having to declare war on them to move.