Notice in the 'Relationships:' section of the city-state banner for Fez that Mali is not actually at war (Mansa Musa doesn't have the war symbol at the bottom right of his icon). The gossip tab in the leaders page mentions that Mali is 'beginning' an attack on Fez, but not actually attacking. I imagine this is because he has military units within Fez's borders, which is allowed since he is suzerain. In fact, the first time a leader warns you about having nearby units is when you have two or more military units within one (or two, I don't remember) tiles of their border. I assume the gossip with Mali is notifying you of Fez's concern for that reason, and that Mansa Musa is not actually planning war against Fez. I am curious though if the gossip tab includes future plans that are generated by the AI, so please reply whether or not he attacked Fez in the following turns.