I ran into a similar problem while playing the tutorial.
What happened was, I got to the point where it tells you to assemble 25,000 men in some province. I was allied with Catalunya. But by the time I got the men together, which apparently triggered the war between Catalunya and the Mameluks, the alliance had expired. I figured, OK, fine, I'll offer them a new alliance. Catalunya accepted the alliance, but then I was absolutely, positively unable to do anything which would put me at war with the Mamelukes. The 'Declare War' option for diplomacy was greyed out, despite plenty of diplomats. When I hovered the mouse over it, it popped up something like 'You may not declare war on the Mamelukes again until <insert present game month>.' So if I hovered over the disabled 'Declare War' in, say February 1530, it said '...until February 1530.'
I claimed their throne two or three times, getting relations to -200, but it didn't help. Nor could I break the alliance with Catalunya. I tried breaking the royal marriage. They didn't seem to care.
Nothing seemed to happen in the Mameluke/Catalunyan war over a period of ten years or more while I sat there unable to do anything. The alliance seemed to be eternally renewed, as has been documented in another thread. I tried to save the game, only to discover this feature is disabled in the tutorial. I finally had to quit after spending about 10 hours playing the game, because there was literally nothing I could do to advance the game. A rather sour ending to what was otherwise a very enjoyable test drive.
It seems like if you make a military alliance with somebody who is already at war, you should be at war with their enemies. Or the game should prevent you from making an alliance with a country which is at war.
By the way, on a separate topic, I too noticed one of my cities going up in flames for no apparent reason and with no obvious effect. This was a city in the New World, with no other units within thousands of miles. I figured maybe it was some kind of pirate raid, but there was never an indication that something had happened to the city. I left a garrison there and once the flames went away only to come back a fairly short time later.
