Slitherine

I'm playing as Aevinwode, having war with Boruvian Empire an the West and have neutral relations with Maledor on the East, but Maledor have war with Boruvian. The Boruvian invaded my empty province Waterford wich have economy level 3. But on the same turn Maledor has kicked Boruvians out of this province and occupied it! after 3 turns they captured my province because I can not remove their troop out of it without declearing the war to Maledor. Is it normal game mechanic?

It is a legitimate mechanic, but seems to have missed out a step. It works as follows:

An enemy occupies one of your provinces
A neutral AI, who is also at war with your enemy, attacks the enemy
The neutral AI wins the fight
then, the neutral AI must choose to either give you back the province (liberate it), or attempt to keep it for themselves

In either case, the game should notify you with a message (which seems to have not happened in this case), so that you can take appropriate action.

You can do this to AI realms as well, in which case keeping the province carries a high risk of the AI in question declaring war on you.

See I'm having the same issue except the neutral chose not to join the war and waltzes right through my territory and started sieging my central provinces from another war with the Khazoth orc faction then gave the provinces to my current enemy Cragenwaste....is this the same instance or is this another bug that's just new this time around?