Getting back to the original post i am fairly certain it is a bug as I remember someone saying this.
In my campaign as Russia I am at war as Denmark and my princesses married 2 of their generals (not faction leaders or heirs). Both princesses and the new generals disappeared from my family tree. One has since been killed in battle and the ther doesnt have any children yet (I remember though that the princesses trait gave her an increased chance of childbirth). I hope they have some children later.

I think that I also read in the bugs or the faq section that if you marry a faction heir to your princess then he does appear in your family tree.