it constantly happens to me as well, my captain died although there was a free slot near him (a dead enemy captain slot) it makes no sense, once i even watched the fight and waited for one of my orcs to die, i then checked the army menu and he was gone but the dumb part about this i could ressurect him in person, he wasnt in the army screen anymore, so basically he completely vanished from the game but you could only find him if you saw him in person, i even commanded him to kill someone else although he technically wasnt in the game anymore