have you activated the script? if so, it'll detect when you held all the settlements and show you the victory screen; it'll pop out a turn after you've fulfilled all your VC's
and also, the map for the Victory Conditions might be outdated for some factions, so for that you'll need to refer to your Faction Leader's trait, or click on the "?" button on the overviews scroll.
and I notice it's your first post, welcome to the guild!
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