Can't found Capital after taking over AI Capital 5 months ago

I can't find anything on this in blogs or Wiki, and don't know if it is a bug or a simple issue I am missing.

I captured the enemy capital with my scouts before I had founded my first city, or completed my outpost.  I assumed that captured city would be my capital.

Since that was successful, I went on to capture more cities until after 33 turns I had captured two neighboring clans and 5 cities; attacking with 3-4 scouts and taking over cities of 1 and 2 occupants.  Great.

The problem showed up when I tried to devolve myself of one of the cities because I am losing star influence points, but when I try - I get the message I don't have a capital so I can't "Liberate" the city.

I guess the problem is going into "Ancient" era without a founded city, only captured city (cities).

How can this be overcome, I can't find any button in the interface to 'found' my capital?