As can be seen in that screenshot, I am allied to that duchess with no marriage link. I was before, but not anymore.
I had set up a betrothal between that duchess and my heir. It was not a matrilineal betrothal. Then, I sent the diplo-action to upgrade the NAP to an alliance. During the time delay after sending the diplo action, she (or her regent) broke the betrothal. I could not reestablish the betrothal, as she now wanted a matrilineal betrothal.
Here is a save I happened to make right after the betrothal was broken, during the time delay before the alliance is formed.
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