I need help, plz

1. My enemy has a vassal. I would like to be allied with the vassal. What can I do to make the vassal separate from his liege? 

2. In a game, the liege no longer exists, but still has the vassal. Is this a bug?

I'm sorry to say, but unless the vassal proclaims independence on his own, I don't think there's anything you can do

For point (1), I try to always use my merchant affinity action for enemy vassal, so they can get some ressource to revolt against their liege.

Point (2), maybe it's a bug but you should share a save file / screenshoot to understand

Kubaner Runde 302.ctr

Brown Player is vassal from Orange Player. But The Orange Player does not exist anymore for many rounds

"Doesn't exist anymore" : I guess you mean they have no more territories.

If they have not been removed from the game yet, I guess that's mean they still have armies (to colonize new territory) and gold to pay them.

Maybe a dev', can confirm when an empire is declared defeated in the game.