Bit of a strange one...
Playing as GB in the Scramble for Africa campaign, I claimed Kimberley from the OFS, fought and won the war, and they offered me it as the peace agreement.
All was good until (after a couple of years), I got a message that I could no longer maintain the fort I had built there, as I no longer had sufficient colonial penetration. On inspection, I notice that Kimberley is now an 'unclaimed territory' and I cannot play any options there at all.
Any ideas?