Wismar>Lubeck>Holstein>Hamburg is a more likely path.
That said, I know what's causing it; ZoC clashes are determined by total development. As a trial, I loaded up as Castille and created forts in Murcia, Cordoba, and Cadiz before deleting my armies, declaring war on Granada, and tag switching. I also used cheats to increase development in all three fortified provinces to test for various factors, which ruled out military development being the primary or sole factor. In my picture, the armies in Jaen can move to directly to Murcia because it has higher development, but need to return home before moving into Cordoba. As for the army in Sevilla, it can move to Cadiz despite me giving Cadiz and Cordoba equal development across the board. Not sure why it went that way, but whatever.
After thinking on this a bit, I'm okay with this being the situation, the game just needs a better way of relating possible movement paths to the player... and preferably something a bit more permanent than the checks, x's, and o's situation we have now. Maybe clicking on a fortified province could highlight it's ZoC? ZoC mapmode? I really don't know what's possible.