Roads seem to include ice during winter as a viable path, leading to unsual behaviour when they later thaw. The bug itself doesn't cause any problems: Trade routes connect just fine, troops don't take any penalties for embarking or disembarking while on the "road" (which is pretty useful itself). I don't have the save file for when the road was made, so I can't include that: I only noticed later on that I had a road to nowhere and troops prefering to swim rather than walk.

Game is the latest version, running with all DLC and no mods.

As a side note, I also noticed during the same playthrough that Zujajun don't seem to count as a minor faction unit for the quest Minor Faction, Major Trust.

The road bug has been fixed in the community patch. The new minor faction bug is known and will be fixed with an upcoming update.