Similar situation in my Turks game with a Crusade on Antioch. The HRE are the only ones who have made it to my territory, not with an army either, just their faction heir and 2 Crusader Knights he hired when he got there. No idea how he joined the crusade without any troops. I was letting him siege Antioch while I figured out what to do with him (attacking him makes my rep with all the catholic nations go to abyssmal). Used the "toggle_fow" command to find the rest of the crusader armies - French one's been stuck around Caen the entire time, Milian's is MIA. Guess the crusade will never end and I'll never hold any kind of relations with any Catholic Nations. Now that I know Dilpomacy is out for this game, time to backstab the Byz (allied early since they always jump me, this time I was just too strong when they got around to it) and Egypt (same situation as Byz) and just roll over everyone. Dissappointing, but at least the game will wrap up quickly.

Note: Anyone notice that the 1st Crusade is almost always (8 or 9/10 times) called against Jerusalem, unless you're playing the Turks and take Antioch in the first few turns, then it's almost always called there instead?.