The lord of a castle might be somewhere else moving with his army on the campaign map.
In order to get the lord name, ask commoners for more informations on the town/village.
Once you got his name, talk to someone in the same faction and ask them to locate the lord you got the name.
If you're answered they don't know where he is, then he is not on the map, he has lost a battle but has fled.
To see him back on the map, you might have to wait few days.
Hope it helped.