Hello AnazZiphos,
No, not using Immersion; the installer prevents it being installed and I used the installer.
That marriage was arranged as a betrothal, but the situation didn't change though; it was the king's son and heir to Burgundy when arranged. If I remember my daughter was young, maybe around six, and the king's son was older, nearly an adult, when it was arranged. So, it could be related to betrothal issues, but I can't recall ever being able to make such a good betrothal in vanilla... have others?
I noticed another matrilineal marriage oddity. In the same game my countess had become a duchess and her husband died. I was looking for a new husband, and when on "Regular Marriage" only my courtiers would take her, others refusing because "she is beyond childbearing years". Oddly, when I switched to making a matrilineal marriage, most people were happy to marry her. I ended up marrying her to an young Irish prince (not in line to inherit anything this time) for an alliance. (He is an young as her sons

). I think it is reasonable enough to marry an old Duchess for an alliance, but the fact that only matrilineal offers were acceptable tells me something is wrong in the AI's considerations.
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A separate thing I've noticed is related to SWMH. There are quite a few one-holding counties around the world. Some of these are cities. If these become independent, the mayor may be Lowborn, and so when looking at the Dynasty map view of the world you will see these spots listed as "No Dynasty". It doesn't cause any problems, but stuck me as odd and at first I thought there was some more serious issue. Anyway to force independent rulers to take an a dynasty even if they are a mayor maybe?