I relocated the duchy capital to a county... but it's a different county that get the duchy building slot... help!
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Moving your capital, which is what it loos like you did, is different from the decision to move your de jure capital. If you take the decision to move your duchy's de jure capital, it should destroy any pre-existing duchy buildings. So, you either didn't take the decision or its a bug.
Well the de jure capital is indeed the Marzpanate of Badustan as listed in the first pic...