Armies vanishing in hotseat

[Doma]

So, me and my buddy are playing a game of hotseat in SS 6.1
I go as Scotland and get a full stack army (with 2 generals) to boat over to denmark.
I take Hamburg from the danes and they lay siege to the castle with a puny force of just 150 guys or so.

I still got a full stack in hamburg. Then after a few turns and with 7 days until surender my army is suddenly gone. Not a battle report nothing. Gone. 2500 men.

So, I build up another full stack and go to take Århus. I also bring a spy along.
This time I siege the city and start building siege equipment. The next turn everything are gone again. My 3000 man stack and my spy. Poof!

Any idead what causes this?
I thought they might get bribed or something like that, but why did my spy vanish aswell. And I would think a message of some sort would pop up.

Not sure if this is posted in the right section. I took a chance on the "multiplayer" section.