Great Prophet, lost and found

I've captured Great Prophets before and discovered that they retain their (foreign) religion. However, I'd never lost one until last night when despicable barbarians came out of the shadows and took my Buddhist GP. I destroyed the offending barb, but before I could reclaim the GP the contemptible Egyptians rushed in and swiped him!

I quickly declared war on Egypt to punish them (eh, it was time for them to die anyway), but not before my GP disappeared into the countryside along with two other Egyptian GPs. Some neighboring city states were promptly converted to Islam (Egypt). A few turns later, I recaptured a GP... but I can't positively identify him as my original GP (if so, he changed from Buddhism to Islam).

So here's the question: It seems like Egypt was using my GP (Buddhism) to spread their religion (Islam), something not possible for me were I to capture an Egyptian GP. Does anyone know for certain whether GPs change religions once captured by an AI?

Pray that Ramses didn't either delete your prophet or turn him into a holy site...

Captured religious people retain their religion. CS will never use those people but I have seen the AI use them.
In fact in my current game I'm next to Venice and he want me to be converted so I nicked his Great Prophet. Now that he is hostile he sends in another but low and behold it's an Indonesian Great Prophet.
In another game I remember a friendly Inca sending in a captured Mayan Great Prophet.

I think it's due to a bug that AI cannot delete units, and that spreading another civ's region is not considered proselyting in the AI's eyes and thus not a hostile act. Hypocritically though if you do the same expect the pop demanding you don't do it again.

I've found that at the very least if you have a worthless GP of another religion (or accidently create one when it's too late to found a religion), you can at least put him to use by having him explore the map (especially useful because he can go through other civ's territory).

Thanks for that, guys. Phillipwyllie, I guess I captured one of his own GP's; what became of mine I'll never know -- must've been roaming the wilderness when I wiped out Egypt, then evaporated. Maybe someday I'll try to let a GP get captured in the same way just to positively verify that AI civs can't switch their religion, although you seem pretty certain.

Trackmaster, I did just that: explored a lot of territory with my captured Islamic Prophet, then finally used his 3 "spread religions" to convert cities of my main religious rival. Almost as good as having my original Prophet!!

A gp can only spread the religion from the shrine he was born in. There are possibilities why that happened.
The great prophet that you had probably wasn't touched by you and had all four spread religion moves which made it easy for the ai to take the great prophet and do what the ai wanted to do (I.e. make a holy shrine or improve current religion. If your prophet was used at least once by yourself then thai can't do much except spread your religion.