Update to my last, turns out the bishopric in Hungary converted over as a core province, so when Polotsk (Chatenois dynasty HRE emperor from Ck2) collasped after a war, the orthodox Papal States were born.
There are now three popes in the game. I forced the Papal State (formerly Würzburg) to release Würzburg and Frankfurt, after which Würzburg remained a papacy. The Papal State emerged out of Finland, which had largely withdrawn from its natural habitat, and now centered around Estonia and Novgorod. When I later DOWed Sweden, I forced Sweden to release Finland as an OPM, which also became a papacy. The catholic church must be out of its mind by now.