i got this one too and found out how to make a ghost sovereign

1 save the game before a battle

2 auto resolve and lose but before the combat report shows up load the saved game

3 the saved game will load and combat report will show up with your sovereign appearing as a ghost in your town, you will still have your original one in the field that has not fought yet

enemy ghost sovereigns can sometimes be made by killing them and ending turn before the combat report i think their last city also must be capture with their sovereign in it but I'm not sure.