What is Grigorius the Grigori??

[Illuminated One]

That's a very strange bug.
I have never tested it but there is a spell that makes a unit turn into a horror some turns later.
Maybe Grigorius is classed as a (doom) horror (for the going away effect) and your SC was affected by this spell or a similar effect while severely horrormarked (well, judging from the name...)?

[JimMorrison]

I'm pretty sure Pazuzu's actual title is Prince (or Lord) of the Plague Winds - not whatever was said in the OP. :P