Why my duchy took my county?
Playing as Norway I had a claim on Jemtland and took it from Sweden. Few years after, my duchy attacked that province and make its owner his own vassal... how is this possible? How to protect from that?
Vassals can have claims just as you do. If they press those claims, then they will win or vassalise the title.
It's possible to prevent this if you have the Conclave DLC. With Imperial Administration, you can make all vassal wars illegal, even external ones.