Tested this already. And:
- as Lords of Castamere, Reynes can declare CB on independent (from Iron Isles) Old Wyk during megawar. However, war ends instantly every time I declare it.
- after becoming Lord Paramounts of the Westerlands, things work correctly.
Anyway, I think there should be option to plead for the return of hostage. I started in Blackfyre Rebellion and after its fall I were granted absolution. It was merciful, but my son was taken hostage & given horrible teachers I couldn't object to. It was OK prior to this point...
HOWEVER, once the claimant war installs Bittersteel on the throne of Westeros, „hostage” situation becomes quite nonsensical, as it makes no sense for Bittersteel to incur any penalties to supporters of Blackfyre. And I'd really love to plead for the return to hostage - because I always fought on the same side!