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I get the warning that the game will end if I die. I even just got a new son and I still have the warning showing. I can provide the save game if that is wished.
My heir to my kingdom is my brother-in-law. I am using Agnatic-Cognatic Elective. My heir to my capital county is my recently legitimized bastard who is of a different house. I can see why that is a problem but should it be the end of my game? I think I see why now. I need a family member with a county to continue. Luckily I can change the vote for my kingdom to my brother.
Your son being a different dynasty explains the game over message. But why is he of a different dynasty if you have legitimized him? Is the dynasty one that he created himself? Did he already have kids before you legitimized him?
If you can elect someone of your dynasty, your capital will also go to the electee and you won't get a game over. Feudal Elective is nice that way: your duchies and counties stay with the family.
I'm not sure why he is of a different house, but I have resolved my problem. I prefer to let the most capable man become king even if he's not of my dynasty however a game over is off the table.