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Cassilda

Queen in Yellow
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Playing as Byzantium (Orthodox Christianity) I fabricated a claim to Rome and then attacked the Papacy. I won the war and annexed the county, but only the Rome holding possessed by the reigning Pope were transferred to my character, the papal barons, instead of changing liege lord, remained Papal subjects.
Then I couldn't attack the Pope again because he didn't have any landed title, and not even his vassals, because they didn't result, for the game, independent.
 
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DeathBurst

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Please be aware that this can happen to every titular title, not only the Papacy.

In a muslim run, I was unable to conquer some small barony in Persia because it was vassal of a landless Golden Horde.

For other people encountering this bug, there is a trick that can help you : if the invulnerable holding is a barony, you can try to assassinate the whole dynasty of the holder until it comes back to the top liege. If you have an idea to hack the issue in other cases, I'd like to know it ;)