Have encountered this a few times in this game now.
Have triggered Daenerys return and am vassal to her.
after much play, have taken Weeping Town from Dorne.
Placed a garrison of about 100 troops.
Character was in the town helping with defense with about 290 troops.
Fought the siege. My character was taken out, but defenders were victorious.
Get message that battle is won but siege is not over.
Enemy armies depart in shame.
In town menu, select Wait here a while.
A few moments later, town flips from Targaryen to Dorne.
Sometimes there is an enemy noble occupying the town, sometimes not.
I am unable to hold Weeping Town against siege due to this. every time I successfully defend against siege, it switches to enemy faction owned a few minutes afterwards.