I trapped an Allied army near Gibraltar with Vendome's army and was systematically destroying because it couldn't retreat into Gibraltar because certain units in its army weren't allowed to enter that region. Thus, a battle was being triggered virtually every day of that turn because the enemy couldn't get away. However, late in the turn Vendome, a 3-rank general, was killed during one of these battles.
I don't mind generals getting killed. There should always be that risk, and it adds a bit of fun randomness to the game. However, a 3-rank general getting killed goes specifically against what the manual states on page 70: "A 1 star leader is the most vulnerable while 3 star leaders and above are immune". So, either the manual is wrong or there is a bug. Frankly, I hope it's the former because in this era no general should be immune to being killed. Yes, the chances of a 3-rank general becoming a casualty should be very low, but not immune. Yet, if a 3-star generals are supposed to be immune then something went wrong with the game.