I don't know if anyone else has experienced this, but I've found several times that the game engine seems to do some strange things with colonising.
I'm playing Great Britain, and I've just reached 1885. About ten years ago I got a surprising message that I was building a governor's residence in Fiji, even though I was sure I hadn't played a colonising card and I hadn't received any event message. Almost at the same time I found myself building one in Kuala Lumpur for the new colony of Malaya, and that definitely wasn't my doing.
Then about 6 years ago the Walvis Bay event fired, and I found myself in control of that little territory and in an awkward war with the Namib, neither of which had been desired, wondering who was playing Britain, myself or the computer. I built a depot and fort there. Then two years later I got the surprising news that Prussia had seized depot, fort and harbour. It, together with the rest of Namibia, was suddenly a Prussian protectorate. A piece of land that I had not especially wanted in the first place was now taken from me, with no crisis, conference or event to explain it, leaving me with an ongoing casus belli against Prussia and an annoying ongoing but undeclared war with the Namib (who have crossed over into South Africa causing no small headache, particularly as my armies with attack postures seem very reluctant to engage them).
Now, it has just hit January 1885, and I suddenly find that the Prussians have done it again. Dar-Es-Salam and two other mainland provinces, together with Zanzibar, that have been British Protectorates for 15 and 35 years respectively, are now Prussian.
Any explanations or cures?