This in addition to what PvK said:
I've posted on disappearing commanders before, which has happened IF they are stealthy and IF they sneak into independent territory and IF they autosummon units (e.g.: ghost king, Pangaian Harpy Queen, etc.). Could that have been it?
The commander was the Centaur Heirophant(sp) but he was not my prophet.
Basically the castle he was in was attacked twice in one turn (somewhere around turn 30-40) from the Messages and the battles images he survived but was gone at the start of the next turn.
I noticed because he had heroic strength which I'd never seen before and I had equiped him with the lightning bow with precision items. He was my best fighter at the time.