Ok I checked the financial section and the Gaul had around 20,000 denari, which was more than many other factions had.
Now, the turn right after they became protectorate their graph has went up 12,500 points while mine has decreased by the roughly the same amount.
The turn after that however (and now things get interesting!) their graph has incresed by 85,000 while mine has decresed by that amount. So there's no doubt they actually got my money somehow. A couple turns after this I even got a pop-up box saying the Gaul now were the richest...
So what's up with this? Is it a bug? A standard 85,000 fee for protectorates? What?