Bug from 1.4.3 afaik
Lords/ladies sometimes never return to the campaign map after being taken prisoner. This happens most noticeably with family members (brother/sister + wife/husband), but I've also seen it with faction/clan leaders. They end up sitting in a castle/town without a party (as if they are a governor). According to the encyclopedia, they also change the town/city but it is always one their clan owns. They are also absent from the army menu. For family members, they disappear from the available pool of party leaders when creating a new party. These family members can still be taken into the player's party and the problem is sometimes solved by allowing your party to be defeated while they are a party member. This only works if they are not captured afterward. If they are defeated in battle again while leading a party, they usually disappear again. Disbanding their party does not seem to cause the effect. 'Missing' family members can be made governors (they also become governor of any town [that you own] which they spawn in), but only from the 'manage town' window while in the desired town. Assigning them from the clan window does not work because they are not listed there- similar to the aforementioned 'create new party' absence. There is also some weirdness with the reporting of their location. Mine said my family members were in Chaikand or the last place they visited was Chaikand, despite my holding all being Vlandian (My culture was khuzait, I suspect that is why it chose Chaikand) This does not occur with companion-led parties- they spawn back without issue.
Included is an image showing Rhagaea missing from the army window.