Slitherine

Somehow my enemy's ally is beseiging my province while I'm not at war with him.

Usually, the only way occupy the province of a person at peace is to attack a mutual enemy who is already occupying it (in which case you can choose to retain the province afterwards without declaring war - but it has a high chance of angering the original owner so much that they will declare war anyway)

Here's my save file. Hadrigal is sitting in Wagonfort. I'm Brogan Hur. Also, upon further inspection, they seem to appear there after I load a save file.

Enemy kingdoms sometimes invade you without declaring war (rarely, but some do) - and there are also some spells that reduce your province's economy that other realms can cast on you (e.g The Iron Barony's 'Acid Rain' spell)