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If game would CTD when Papal kingship goes into limbo, it would also CTD if you take Rome (county) from Pope when Papal State still exists with only Rome as it's demesne. This is not true though as the result is the same as with all disappearing kingdoms cases, all direct vassals of king become independent.
 
Hmm, very strange. A bunch of Denmark's territories were owned by vassals but the vassals didn't have country entries. Oh well, I am still trying to sort out the save game file but I should have it figured out eventually.

Bruce