I have played multiple campaigns, and many times when I attempt to confederate or annex my vassal,
I do not get all of their generals.
For example, Caocao's faction.
I defeated some of their generals, for instance - Xu Chu. So they are not dead and they simply went back to being their court noble, undeployed
So I confederate Caocao's faction, I tend to only get their faction leader and some of their generals, usually those that was deployed out in a retinue when the confederation/annexation happens.
I checked the characters page, Xu Chu will still be in the character page and is still belonging to Caocao's faction (note that the faction is already confederated and does not exist anymore.)
It will take them several turns before they magically appear in some other faction under the character page.
Which I then planted a spy in that particular faction and take a look in the discredit character page where I can see all the generals that the faction own. However the character did not appear in the page. They are somehow stucked in nowhere.
I believe this is a bug. And it can happen to any generals which I defeated but did not kill.
Hope CA can fix this bug or let us know a workaround.